kicking a heavy bag will help. but for a while you're gonna hit with your foot when you get tired or sore because it hurts less, which will only hurt you more in the end. here's how you speed up dulling the nerves in your shins:
take about 8-12 wooden chopsticks. bundle them together with rubber bands at one end. then take the bundle in your hand and whack each shin with it at a medium intensity for about 5-10 minutes a day.
after a week or two this will not hurt. when you think you need to start hitting yourself harder it's time to move on to phase 2: bind the other end of the bundle with another rubber band. then instead of hitting yourself with the bundle, roll it down your shins instead. at first you'll need to roll it kinda slowly. over time you'll be able to roll it faster and harder.
when you get there, you're well on your way. start wacking the heavy bag as hard you can. once the nerve endings have dulled. it'll become fun, and you'll be on your way to making contact with another shin, which hurts way more than a heavy bag.