I absolutely work knees on the heavy bag. I focus on up knees and punch knees (the up knees would target the solar plexus, chest, or head in the clinch or plum, punch knees my thigh is approximately parallel to the ground and the target is penetrating the body or blasting an opponent's thighs) and knees on the ground.
Guys im still new so i cant post yet for a little while. you can check out Cyrus Washington on youtube as well kicking a small banana tree. guys in thailand were telling me you have to use a small banana tree. i never tried it, my shins hadnt developed that much but they described it as very stiff heavy bag. it bends a little and it gives a little but if you go after one thats too developed your legs are pretty much toast. the one above is Buakaw. he is on a different level then the guy i mentioned but still cool to see none the less