Could you narrate the story of the sannyasi from Madras who visited Shirdi on his journey, as told in the Satcharitra?

Certainly. Chapter 31 recounts the story of a sannyasi from Madras named Vijayananda. He was traveling with great enthusiasm to Mansarovar but, upon hearing of Sai Baba's great fame, he decided to stop in Shirdi for darshan. There, he met Swami Somdevji of Haridwar, who described the pilgrimage to Mansarovar as extremely difficult, being 500 miles away with heavy snow and language barriers. This news left Vijayananda dejected. Despite an initially confusing encounter where Baba told the assembly to send him away, the sannyasi was so moved by the devotion he witnessed that he decided to stay.