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.