Throw some wrist wraps around the part of the bar that will touch your shins to cover up the knurls.
Get some shin sleeves (the compression kind for shin splints).
Find a bar in your gym that doesn't have as sharp of knurling.
Re-evaluate form just a little.
When I started learning to dead, I used to scrape my shins all the time to where I would wrap a paper towel around the bar over the knurls. As I learned to do it a bit more, I learned to keep the bar just barely off the shins. Still touches about 25% of the time though, but I've got longer shorts/pants now that keep my shins covered up.
<-- Of course, when I started learning to dead, the bar was apparently at about knee level LOL