Rest, rest and more rest, I'm afraid. The cross leg stretch is for your IT band (nowhere near your shins); and the foot against the wall stretch is for your calves and Achilles tendon (wrong side of your shins). So, none of the stretching you're currently doing actually does anything for shin pain.
Most sport physicians would probably advocate doing a bone scan just to make sure you haven't developed a stress fracture (which feels the same as conventional shin splints). Shin spints do go away after a while as your body gets used to the loading, but continuing to play on them is a sure fire way to make them worse. I used to ice mine (from gymastistics), but I found only after prolonged rest did they just disappear.
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