Can you tell me the story of how Sai Baba showed Das Ganu that Shirdi itself was a holy place of pilgrimage?

Certainly. Chapter 4 recounts a beautiful incident where Das Ganu wished to travel to Prayag for a holy bath on a special day. He went to seek Sai Baba's permission, but Baba told him, "No need to go so far. This itself is our Prayag; keep firm faith in your mind." To prove his words, a miracle occurred. When Das Ganu bowed to Baba's feet, water from the sacred rivers Ganga and Yamuna began to drip from both of Baba's big toes. Witnessing this incredible leela, Das Ganu was completely overcome with emotion and devotion, his eyes filling with tears. The experience inspired him to compose a song describing Baba's unfathomable power.