Can you tell me the story of Kaka Mahajani's friend who was skeptical about saints and what happened when he visited Shirdi?

Certainly. As detailed in Chapter 35, a friend of Kaka Mahajani, who was a devotee of the formless and averse to idol worship, agreed to visit Shirdi out of clinical curiosity. He set two conditions for his friend: he would not bow his head to the saint, nor would he offer any Dakshina. Upon arriving at the mosque, Sai Baba saw the friend from a distance and called out to him in sweet words. The tone of Baba's voice was a perfect imitation of the friend's deceased father, which astonished him. This profound experience caused him to melt inside and, forgetting his resolve, he spontaneously bowed his head at Baba's feet.