Can you tell me about the time a woman named Mrs. Gokhale tried to fast in Shirdi?

Certainly. Chapter 32 recounts the story of Mrs. Gokhale, who arrived in Shirdi with a firm resolution to fast for three days to honor Sai Baba. This intention was in direct opposition to Baba's philosophy, which held that one should "first tie bread to the waist" before engaging in spiritual contemplation. Being omniscient, Baba was already aware of her plan. He had, in fact, previously told Dada Kelkar that he would not let his "children" remain hungry. When Mrs. Gokhale came for darshan, Baba, knowing what was in her heart, intervened, demonstrating that such self-imposed penance was not the path to his grace.