Based on your comments, I would have to say it is likely pilot flame not large enough. First I would take the pilot orifice out and soak it in cleaner. As I remember alcohol (rubbing not drinking) or brake cleaner should work. Let it soak for a few hours. You can also remove the pilot gas tube from the oven valve and with the orifice out, gently blow the line out using compressed air. Reinstal everything being careful to check for gas leaks at the joints. Light the pilot and check to be sure the thermalcouple is solidly in the pilot flame. Remember you can remove the steel plate over the burner for better access. On mine, I lift the front off two pins push back against a couple of springs and lift off the rear pins. Let me(us) know how it comes out.