Can you tell me about the man who was skeptical of Sai Baba but went to Shirdi with Kaka Mahajani?

Certainly. Chapter 35 describes a friend of Kaka Mahajani who was initially averse to idol worship and a devotee of the formless. He agreed to visit Shirdi out of clinical curiosity, but only on two conditions: he would not bow his head to the saint, nor would he offer any Dakshina. Upon arriving at the mosque, Sai Baba spoke to him in a voice that perfectly mimicked his deceased father's. This profoundly moved the man, causing him to forget his resolve and bow at Baba's feet. Later, Baba only asked Kaka Mahajani for Dakshina, leaving the friend feeling restless for not being asked.