drashta ji, I agree with your view that "we can approach Baba directly through our prayers". I have experienced it several times in my life.
I highly appreciate your following statement:
"If you got relief from your problems by visiting this person, and if you had a dream when he promised that Baba would appear, then why do you doubt? "
Your below stated sentence make me remember of SHREE SAI BABA words:
"All of us can communicate with Baba directly, as He is in and around us. Therefore, we don't have to rely on mediation of others."
"If a man utters My name with love, I shall fulfill all his wishes, increase his devotion. And if he sings earnestly My life and My deeds, him I shall beset in front and back and on all sides. Those devotees, who are attached to Me, heart and soul, will naturally feel happiness, when they hear these stories. Believe Me that if anybody sings My Leelas, I will give him infinite joy and everlasting contentment. It is My special characteristic to free any person, who surrenders completely to Me, and who does worship Me faithfully, and who remembers Me, and meditates on Me constantly. How can they be conscious of worldly objects and sensations, who utter My name, who worship Me, who think of My stories and My life and who thus always remember Me? I shall draw out My devotees from the jaws of Death. If My stories are listened to, all the diseases will be got rid of. So, hear My stories with respect; and think and meditate on them, assimilate them. This is the way of happiness and contentment. The pride and egoism of My devotees will vanish, the mind of the hearers will be set at rest; and if it has wholehearted and complete faith, it will be one with Supreme Consciousness. The simple remembrance of My name as ‘Sai, Sai’ will do away with sins of speech and hearing".
Baba's speech established its efficacy or greatness while He was living in the flesh, but wonder of wonders! It did the same even after His passing away. Baba said - "Believe Me, though I pass away, My bones in My tomb will give you hope and confidence. Not only Myself but My tomb would be speaking, moving and communicating with those who would surrender themselves whole-heartedly to Me. Do not be anxious that I would be absent from you. You will hear My bones speaking and discussing your welfare. But remember Me always, believe in Me heart and soul and then you will be most benefited.
Allah Malik