I've been seeing a neuro about possible peripheral neuropathy but my next apt is in feb is there anything i can do at home to control the burning shin?

No much: One needs to determine the cause and start a med that will help. Home remedies are fairly useless.

Capsaicin: Most neuropathic pain disorders originate in the periphery. When a peripheral nerve is injured, the amount of nerve degeneration depends upon the location and degree of injury as well as the age of the patient. Combining topical capsaicin with a local anesthetic may reduce pain. To achieve maximum benefit, it is important to apply capsaicin in a consistent manner. Ask your doctor for the dosage.