How did Sai Baba first come to Shirdi and how did he receive the name 'Sai Baba'?

According to the introductory chapter of the Sai Satcharitra, Maharaj, as he was then known, traveled to Shirdi as part of a wedding procession for the nephew of Chandbhai's wife. The procession stopped in a garden near the Khandoba temple. As detailed in Chapter 0, Maharaj entered the temple and was greeted by a resident named Mhalasapati with the words "Aavo Sai Baba," which translates to "Come, Sai Baba." From that moment on, he was known by this name, even stating in a later testimony, "They call me Sai Baba."