I use a foam escrima stick and lightly tap my shin until the bone starts to increase in density from there, I turn the soft taps into slightly harder taps. I continue this until I can softly tap with wood. I don't roll anything on the shin. That damages the nerves and doesn't increase bone density. Heavy bags and Thai pads have the same effect as using a foam stick or a regular stick to softly tap the bone. The only difference is that one method is more concentrated in terms of the impact, hence the reason you start with a tap. The other way disperses the impact. Both ways are impact conditioning.I have been training in muay thai for 13 years now and the best for toughening the shins is kicking the heavy bag (properly) and thai pads, but also light sparring can help. The idea of sticks, bottles, rolling pins or whatever are bad ideas, but to each their own.