The length of the geodesic between two data points along a Riemannian manifold, induced by a deep generative model, yields a principled measure of similarity. Current approaches are limited to low-dimensional latent spaces, due to the computational complexity of solving a non-convex optimisation problem. We propose finding shortest paths in a finite graph of samples from the aggregate approximate posterior, that can be solved exactly, at greatly reduced runtime, and without a notable loss in quality. Our approach, therefore, is hence applicable to high-dimensional problems, e.g., in the visual domain. We validate our approach empirically on a series of experiments using variational autoencoders applied to image data, including the Chair, FashionMNIST, and human movement data sets.