I think some of those garden sheers might work to cut the edges off. That would have to be a very strong knife to cut through a bully stick!
I have the opposite problem - my girls always want the "used" bully sticks. Rory is a faster chewer than Lane, so they don't disappear at the same rate. I bring out a new bully stick, and they both want the one that was already started.

I am NOT up for "starting" one myself.