The numbing of nerves in the knuckles and shins which occurs through continuous, gradual training (where intensity intensifies incrementally over a long duration) typically proves reversible in my experience. I have never encountered a martial artist who reported total or permanent loss of sensation.
If by 'healthy' desensitisation, you mean something like 'impermanent damage', then regular bag work and sparring would seem healthy enough (acknowledging the likelihood of occasional acute injury).
One difference between shin and knuckle conditioning is worth noting. The reduction in pain caused by repeated exposure to knuckle push-ups on hard surfaces for example, may largely be due to the relatively rapid manner in which knuckles typically develop a scar tissue of sorts. So, rather than a numbing of the nerves alone, the nerves may simply become more insulated from what would ordinarily be a pain stimulus.
Shins don't seem to accumulate similar tissue during the course of normal training. By 'normal', I am referring to regular bag work and light-to-medium sparring. This might explain why desensitising the shins seems far harder to achieve, and why some practitioners decide to roll and beat their shins with wooden rods. A heavy bag provides a wide contact surface area, whereas an opponent's shin is more knife-like; acute. A rod better emulates the forces delivered by an opponent's shin.
Is this form of conditioning healthy?
It's worth asking why pain, including shin pain, might occur in the first place. Essentially, it's there to deter us from sustaining damage. If we had no nerves in our hands, what would compel us to remove our hand from scalding water in time to prevent serious burns? Secondly, it can be dangerous to assume that because desensitisation has occurred, that your bones have become stronger, or at least, sufficiently strong to endure the extreme tasks you wish to demand of them. It is quite possible, for example, to numb your shins by rolling them hard with a stick for a year, and to develop greater confidence as a result, but there is nothing to suggest that your shins would be any denser than those of another athlete who practices a similar bag work and sparring routine.
Thirdly, you have to endure pain at some point, whether through training and/or through fighting. Rolling or beating your shins (it's actually often closer to tapping than beating. It's initially excruciating) is unavoidably painful. Just as you can prepare for pain in training, you can prepare for pain in a fight and shift from a fear/hesitancy to anticipation/confidence. Pain can provide you with energy if you channel it correctly, or inhibit you if you let it fill you with apprehension.
Actual hard beating of the shins with a rod of some sort might condition your shins (make them denser and harder), but without sufficient research, it might be wise to acknowledge that whilst such training might result in the microfractures and recalcification described in the O.P.'s blog link, such training might also cause less desirable stress fractures and/or density imbalances which actually make your shins more vulnerable, particularly when such training is rushed. If you combine these outcomes with a loss of the nervous system's warning cues, the results might be catastrophic (ie: the severe fracture of a tibia from a low roundhouse kick).
Yes, there are videos of people who break bats and bricks with their limbs, but the footage of the injuries many likely sustain during such extreme training is rarer. It is also important to note that such training may result in scar tissue and/or chronic injury which does not typically follow from less extreme practices (see Iron Palm Monster Hand Training for an extreme example).
Whilst having denser/more calcified bones than an opponent theoretically makes you less prone to a tibial fracture, there are other variables which determine the outcome of tibia-to-tibia contact (such as angle of impact, relative velocities, relative directions of movement, relative location of impact and so on). One of the best ways to minimise the chance of a tibial break is via skill accumulation. Whilst skill will never eliminate the chances of a severe fracture, it it possible to learn to check your opponent's kicks, to counter strike and to anticipate and move in ways which substantially reduce the risk.
It is tempting to want to desensitise your body as quickly as possible, but this approach is fraught with danger. Think incrementally. Move from a mild heavy bag to a heavier, denser bag. From there, you might try a worn car tyre wrapped in foam/fabric. Then a car tyre with less foam. Then a naked car tyre. Patience will be rewarded. Impatience comes with a high risk of injury. The 'health' of such conditioning practices likely corresponds with how gradually you expose your body to greater and greater levels of stress.
