Khatu Shyamji is inseparable from Ruler Krishna and in this manner he is revered in a similar structure. In Hinduism, KhatuShyam is a sign of Barbarika, child of Ghatotkacha.
Sai Bhajan Sandhya is a kind of religious ritual conducted to show devotion and submission towards Sai Baba. It is a true way of expressing one's affection towards God Sai.