I'm new to Sai's teachings. Can you tell me a story about how Baba helps people overcome their doubts and ego?

Certainly. The story of Boss Dharamsee from Chapter 35 is a perfect example. He came to Shirdi with a skeptical, 'clinical interest' and was filled with doubt. When Baba offered him grapes with seeds, a variety he disliked, Dharamsee internally questioned Baba's sainthood, thinking, 'If he is a saint, how does he not know That I do not like these grapes?' In a beautiful leela, Baba then gave him more grapes and commanded him to eat them. Upon obeying, Dharamsee found they were miraculously seedless. As Chapter 35 explains, this personal experience completely shattered his ego and doubt, transforming them into deep love and a firm determination to follow Sai.