Sounds like the flame fail device(ffd) is not working. This allows the oven to light on a very low flame but will only fully open when it has heated up. This is to prevent gas building up in the oven if the flame goes out. The "ffd" is usually cigar shaped and located on top of the burner in the oven. Sometimes, an obstruction, such as dropped food, prevents the initial flame from heating up the "ffd". If this is not the case, it will probably need replacing.
Les, January 2007