When the appliance hits its temperature it is supposed to shut down - So the question has to be why is the pilot failing...?
Check the pilot size, when was it last serviced as it may need the pilots injector or deflector cleaning as the burner can sometimes pull the pilot out on main gas, but keeping the thermocouple hot enough to keep the main burners running with pilot.
If all is good and its only recently been serviced, then you'll probably need a new pilot assembly.
GasAid.co.uk, December 2006
