Can you explain the origin of the name 'Sai Baba' and the circumstances under which it was given?

The name 'Sai Baba' was bestowed upon Maharaj when he first came to Shirdi. According to Chapter 0, after arriving with a wedding party, he entered the Khandoba temple. There, he was met by a gentleman named Mhalasapati, a goldsmith and devotee of Khandoba. Upon seeing Maharaj, who was wearing a kafni and cap, Mhalasapati greeted him with the words 'Aavo Sai Baba,' which translates to 'Come, Sai Baba.' As Chapter 0 recounts, Maharaj adopted this name for the rest of his life. When his testimony was later taken in a commission and he was asked his name, he simply replied, 'They call me Sai Baba.'