Since Bauska is very small it is possible to walk to the end of the city in every direction.
From the roundabout in front of the big shopping center follow the signs in you direction. After a few hundred meters there is a traffic light before a gas station. After the traffic light is a shoulder where cars can easily stop. This place is still in the middle of the town, but all the transit traffic is slowed down by the traffic light and even trucks can stop at the shoulder. Probably good to use a sign here.