I visited Shirdi Bus Depot (walking distance from Shri Sai Baba Temple) to inquire whether there is a State Transport Bus from Shirdi to Shani Shingnapur or not.

The person sitting inside the inquiry window said that yes, at 10:30 am daily there is only one State Transport Bus from Shirdi to Shani Shingnapur.

After reaching Shani Shingnapur the bus will halt for an hour so that devotees visit Shree Shanidev Temple and then the bus will return to Shirdi Bus Depot.