I have this fire and the same problem as Tim Lambert. I understand the thermocouple is on the right of the pilot light - is it this that can get blocked and that needs cleaning out? I know the clam-shaped pilot has a very fine hole and can get blocked but mine works OK, just goes out when the knob on the side is released.
If the pilot is warming the tip of the thermocouple,then it will be the thermocoupling that needs replacing.They are a pretty strong pilot on these and you can sometimes see the damage done to the t/couple as it burns it away.
