Shin toughening, shin conditioning, shin rolling, whatever you call it, is a huge aspect of Muay Thai.
Checking shins is a horrible, horrible feeling, but try kicking the bag for the first time and that’ll almost floor you too!
Get your shins tough with a few techniques:

These exercises use the principal of Wolff’s Law (see above). EXERCISE AT OWN RISK
Shin Conditioning without Heavy Bag
Use a massage stick.
Roll it back and forth on your shins and give your shins a quick wallop with it.
You can also use squatting and plyometrics to toughen the bones in your lower body.
See more plyometric exercises here
Jumping/skipping rope is also essentially a plyometric exercise and will further help toughen the shins and make the bones more dense.
Checking Real Kicks
If you need specific adaptations, then you need specific training. Checking real kicks, lightly, then more aggressively for 20-30 times after training (twice a week max) to experience the horrible pain you need for shins of steel.
Shin Conditioning Side Effects
I can’t find any evidence of side effects from shin conditioning?
Obviously, bruises, cuts (and therefore infections) and even broken bones can be a potential problem if you go too hard too soon.
How Does Shin Conditioning Work?
Hitting or loading up the bones with stress/impact causes micro-structural damage – this is a bit like the damage or micro-trauma caused to muscles by weightlifting.
Cells called osteoblasts go to work on the site of micro-damage, recruiting the help of osteoclasts (cells that are quite similar to white blood cells in their function, I think of them as the ground-workers in the rebuilding of the bone).
The osteoclasts prepare the site of injury by further breaking it down (weird I know), before the osteoblasts, like little brick-laying dudes, lay/deposit new bone onto the foundation created by the osteoblasts.
Together the osteoblasts and osteoclasts, build something called an osteon, which is essentially a reinforcement on top of the original bone.
The original bone is also strengthen by new calcium deposits* from the osteoblasts.
Recent research has shown that the shin specifically contains nerves from the sympathetic nervous system, which in turn has a direct impact on bone remodelling.
*With this in mind, it’s probably worth adding calcium rich foods to your diet – kale & spinach are good vegetarian sources. Vitamin D can be obtained via sun exposure or supplementation. Consume foods high in vitamin K2 if you supplement with Vitamin D. Fermented foods such as saurkreaut contain vitamin K2. More info here.