Baily would ask Merwan what he saw in the sky.
Merwan would sometimes reply cryptically, "I saw the court of Emperor Jamshed [of Persia]." Other times he answered, "I saw the peacock throne." Once he said, "I saw the formless God in form!"
After these comments he would laugh, and Baily would be annoyed, thinking Merwan was not being entirely candid.
Baily recorded:
During such times, Merwan would tell me about God, His creation, the laws of Nature and its importance. At times he would speak about the spiritual status of saints, mahatmas and their miracles, and at other times about the profoundness and greatness of the Zoroastrian religion and the important tenets of other religions. He would explain all this to me with simplicity and beauty, but I had absolutely no interest in all such matters. I would interject with a few Huh?'s now and then, and I would ask him an occasional question just to please him.
During one such meeting, Merwan kept straining his eyes, staring intently at a spot on the moon, and he pointed out the image of Zoroaster standing in front of a brightly lit sacred fire. I joked, "If you continue to stare at the moon like this, one day you will land yourself in Yeravda madhouse."
Merwan responded immediately, "Baily, this world is also a madhouse. Swami Vivekananda has said the same thing and it is true: 'The whole world is a lunatic asylum; some are mad after money, some after fame, et cetera.' So I too am mad, but this type of madness is different, better than any other. It is the highest and best type of madness."
Merwan was not superstitious (except at an early age about cats, due to his grandmother's influence) and often spoke to Baily of spirits and ghosts.
He told Baily, "Not all spirits are evil, some are in fact quite good. Such good spirits, however, are few in number and can only be seen by those who scrupulously follow the tenets of their religion. Only the pious see these spirits."
Merwan then described Sheriarji's experiences to his friend: "When my father was a boy, he was the caretaker of the Tower of Silence in his hometown in Persia. Bobo told me he used to see many spirits while he guarded the dead. Their presence was a common sight to my father and he was not at all afraid of them and was never harmed by them ... He told me that, in their spirit-form, the good ones look just like humans; the bad ones look like humans also, but with their feet reversed — their heels are in front of their legs with the toes at the back."