Yes, a very useful suggestion indeed. There's no direct train from Varanasi to Shirdi, however I think Varanasi Mysuru, Manduadih Pune and Varanasi Hubli go through that route. So, there's not much of a connection problem for Shridi. Unlike Somnath where the nearest connection for Varanasi is Rajkot (Okha- Varanasi express, that too a weekly)