Rail tourism people offer package tour to Shirdi, leaving Chennai every Wednesday morning. The standard package,involving sleeper class travel and overnight stay at Shirdi, costs Rs.2300.Those opting for Comfort package - Rs.5550 - travel AC class (3-tier).
Indian Railway tour package promotional e-mail lists several other package tours. They do booking online via Rail Tourism website. Access code for booking Chennai-Shirdi package is SMR50.
The Rail Tours e-mail also gives these contact details:
Phone: 044-64594959/ 25330341, 9003140681/82
Email: email@example.com, firstname.lastname@example.org.