When I've had Mjoll with me and I go to the smelter in Whiterun she runs all the way around Warmaiden's to catch up to me and back when I'm done. 

Yep, that seems to be the default path for followers. None of them can navigate around the anvil to get from the street to the smelter and back. Altho I had one follower that occasionally ran down to the city gate and came up the path that circles around just inside the walls. Might've have depended on how far into Whiterun the follower got before I turned towards the smelter.
I've learned just to park them in the street outside the shop until I'm done with whatever I'm doing there.



