Before I got my steamer, I used the following method.
Boil a pan of water. Get a Q-tip and dip it in the hot water. This will allow you to "pin-point" heated moisture just to the area of the nick(s). Keep dipping the Q-tip in the hot water and reapply to the nick. As was stated before, if the wood fibers are not broken, this should raise the nick. Burnishing may not be enough to completely smooth the damage because you will also raise some of the surrounding wood. A little light ( I said LIGHT) sanding may be required before burnishing.
If the wood fibers are broken(or the nick is really deep), you probably will not be able to fully raise the nick by swelling the wood with moisture. You may need to use some sanding dust and super glue to fill the nick. Again, light sanding and burnishing after filling the nick. The nick will still be visible with this method, but you won't be able to feel it when you stroke the shaft.