Can you tell me the story about Laxmichand and the khaja sweet? It sounds like Baba knew what he wanted.

Yes, Chapter 28 of the Sai Satcharitra recounts this story. Laxmichand, a devotee, had gone to Shirdi and enjoyed some khaja (a sweet) on his first day. When it wasn't served the next day, he privately wished for it. On the third day, in a display of his inner knowledge, Sai Baba specifically told his devotees he wanted a plate full of khaja for naivedya. The devotees promptly brought two bowls of it, and it was served at mealtime, fulfilling Laxmichand's unspoken desire and filling his heart with joy. This incident clearly demonstrates Baba's ability to perceive the innermost thoughts of his followers.