Baz is one of the travelling adventurers in the world of Shovel Knight.
Shovel Knight confronts Baz who is angry that he wasn't included in the Order of No Quarter. He sees Shovel Knight and realizes that if he could beat him, he could become a knight which leads to a boss battle with him. After you beat him, he cries his loss and Shovel Knight leaves. He's later seen with the other wandering knights (excluding Black Knight) at the end.