It is common for practitioners of Muai Thai and other kickboxing styles to harden their shins by whacking them with hard objects, or rolling something hard like a bottle across the bone. Sparring and hitting the heavy bag also harden your bones over time.

Kicks are normally blocked with the lower leg in Muai Thai. This often results in shin-on-shin contact which can be very painful for both fighters. So the point isn't so much to prevent full bone breaks (which are very rare) as to toughen the bone enough to handle this abuse... and make sure it hurts more for the other guy than it does for you.

For example, resistance training increases bone density.