If You can alight here and head to Shirdi by road which would be 35 kms it would take not more than one hour, Even if you are travelling by a direct train to SNSI, which takes a minimum of 2.5 hrs by train from NSL to SNSI via Manamad.
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If you are arriving by trains which don't goto SNSI like NS-NSL Exp, Ajantha Express, etc. Shirdi Sansthan trust arranges buses from NSL station to Shirdi BhakthNiwas directly with nominal fare.
SAME...
more... WORKS In The REVERSE to catch a train at NAGARSOL.
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Else you can hire taxis which are expensive and uncomfortable as most of them would not have proper permits.
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The other option would be travel by Maharasthra State RTC buses with a change of bus at Ewla if you don't get a direct bus. (This is not suggestable).