Exercise and building size is never a bad thing Holland and European Muay Thai adopts this mentality vs. the traditional Thais in Thailand since in all honesty its really all about the technique that you apply.
The best way for leg kicks not to hurt so much is based on a combination of foot work and proper angling since your plainly trying to lessen the impact by moving a way at the point of impact or the full force of the blow. Since the idea its better to feel a little than to feel everything.
As Impact training differs from camp to camp and kru to kru my 5 best advises is
1. Drink a milk regularly since having strong bones is really necessary.
2. Make sure before you train you have adequate warm up and stretch if possible to apply a thai lineament in your body so the heat will loosen and condition the muscles from injury this is what thai's do before tournament.
3. Every other day or so depending on your recovery either mildly tap or pat your body (i.e. face, neck, legs, arms,shoulder, chest ) with your fist, pads, wooden ruler, bamboo arnis stick to condition and lower your pain tolerance and thereshold its similar on with stomach punches in boxing or falling in wrestling. Intensify a bit each time depending on your conditioning. (Note: This is how Karate does their conditioning as well.)
4. Do wall squats you lie your back on the wall and hold it for 2 to 5mins (depending on what you can do) of 3 sets every 3 days or so. To develop good leg squeeze which is often the tightening part when you get kicked.
5.Mentally toughen up since a strong will goes a long way keep in mind although its a combat sport its still fighting.
Happy Training!