How did the person known as Maharaj come to be called 'Sai Baba'?

The name 'Sai Baba' was bestowed upon Maharaj upon his first entry into the Khandoba temple in Shirdi. As detailed in Chapter 0, a gentleman and devotee of Khandoba named Mhalasapati was in the temple. When he saw Maharaj, who was wearing a kafni, a cap, and a dhoti, he spontaneously welcomed him with the words "Aavo Sai Baba," which means "Come, Sai Baba." Maharaj accepted and held this name until the end. The introduction in Chapter 0 even mentions that when later asked for his name during a commission's testimony, he replied, "They call me Sai Baba," solidifying the name given to him by his first devotee.