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Shri Nathji had first met R.R. Khanna in Mussoorie in August 1929, and had thereafter stayed with him at his house in Lucknow for a short period of time, after his thirteen-day stay with Istafa Khan at Lucknow.
Thereafter Shri Nathji returned to be with Shri Babaji Maharaj at Amritsar. However he came to Mussoorie again the next year in 1930. This time Khanna persuaded Shri Nathji to stay with him at his house at Silverwood Cottage, Charleville. After staying in Mussoorie for a few months, Shri Nathji went to Lucknow with Khanna and his family, and stayed there for a while before returning to Amritsar to be with Shri Babaji Maharaj.
Khanna and his family made it a point to come to Mussoorie during the summer months so that they could play host to Shri Nathji in Mussoorie, and then take him to live with them at Lucknow, before he returned to Amritsar. It was only in 1931 that Shri Nathji decided to stay on at Mussoorie at a house on the Mall Road, Sanon Lodge, rather than return to Lucknow with Khanna.
In 1932 Shri Nathji again stayed with Khanna at Silverwood Cottage Mussoorie and then went with him to Lucknow. Shri Nathji had become a familiar figure at the house of Khanna in Mussoorie as well as Lucknow, over the years from 1929 to 1932.
In 1933 Shri Nathji stayed with Khanna at the new rented house of Khanna on a hill close to the Savoy Hotel at Mussoorie. This was the last time that Shri Nathji was to stay with Khanna at Mussoorie. In 1933 itself, Shri Nathji shifted to Kahkashan Cottage owned by Istafa Khan.
Khanna said:  “The very science which was taking me away from God, is now taking me towards Him. I was a scientist who could be convinced only by experiment.
He made the following important announce-ment before the people:
Whenever I was in any difficulty in life, I prayed to Shri Nathji, and the difficulty was removed. This happened so many times that it became an established fact. I would recommend this formula to all:  Whenever you are faced with a difficulty in life which you cannot remove, place Shri Nathji’s photo before yourself, take his name and pray to Shri Nathji, and he will remove it for you.”
His exact words in Hindustani were:
“Jab jab mujhpar zindagi men koyi takleef aayi main ne Nathji kaa naam liyaa; aur meri takleef jaati rahi. Aur main kyaa chaahataa thhaa!
“Main sab se kahoongaa ke aap bhee iss nuskhe ko aazmaan leejiye. Jab jab aapkar koyi takleef aa jaaye jisse aap door na kar saken to Shri Nathji kee photo saamne rakh kar inkaa naam len aur inse praarthnaa karen; takleef fauran gaayab ho jaayegi!”
It became the mission of Khanna’s life to tell as many people as he possibly could, that God had come down to earth. And he began doing this with a frantic zeal. His home was in Lucknow.
Not only have I secured spiritual wealth, said, Khanna, “but ever since I met Shri Nathji, material prosperity has been following me as well! I have met a Master who has freed me of all worries, of this world and the next.
When Khanna’s friends found him absenting himself from their parties and clubs, they complained to him, but Khanna had become a different man–his life had become one of devotion to Shri Nathji.
One day Shri Nathji asked Khanna why he was not entertaining his usual friends and visitors and why his drawing room remained mostly empty.
To this, Khanna replied: Huzoor chandan pe makkhi naheen baithtee.  Sir, a fly cannot sit upon sandalwood!
He would be frequently seen lifting the dust of the earth where Shri Nathji had walked, and smearing it upon his forehead. He would say:
When I apply this sacred dust to my eyes, I see in it the vision of God.
“Ye pavitra matti vo surmaa hai jisse jab main aankon men lagaataa hoo to mujhe Bhagwan ke darshan hote hain!”
He did not care for jibes or taunts: When I lived the life of a materialist I didn’t care for the world. Why should I care for the world now?
Mr. Khanna would throw parties at his house – spiritual parties, this time – in which he would invite different religious groups at different times. Hindus, Sikhs, Christians, Muslims, Parsees, Buddhists, all would come to hear Shri Nathji at his house. The invitation cards would invite people to tea for an “At Home with Shri Nathji”.
And Khanna proclaimed openly before all:
Shri Nathji is the Avatar. He was Rama.  He was Krishna.  He was Muhammad. He was Nanak. He was Christ. He was all the great Souls who had come to enlighten the world in the past!  Shri Nathji is Saakshaat Bhagwan -God Incarnate.