Once in New York, Bauer commenced studies with Henry Holden Huss and Eugene Heffley, in addition to her sister Emilie. In 1905, her studies brought her into contact with French violinist and pianist Raoul Pugno, who was using New York as a base on an extended concert tour of the United States. By virtue of her upbringing in a home headed by French immigrants, Bauer was fluent in both French and English, and was thus able to teach Pugno and his family English. As a result of this favor, Pugno invited Bauer to study with him in Paris in 1906, and it was during this time that Bauer also became the first American to study with Nadia Boulanger, an associate of Pugno's in the Paris music scene. (Ultimately, Boulanger would teach such notable figures as Aaron Copland, David Diamond, Roy Harris and Gail Kubik.) As she had done with Pugno, in exchange for composition lessons from Boulanger, Bauer taught her English.