Atwood Water Heater Pilot Light Won't Stay Lit.

I have an older travel trailer that has an Atwood manual light pilot light system. The pilot light will not stay lit. I have removed the burner tube and cleaned and adjusted it. I removed the thermocoupler/pilot light tube assembly and tested the thermocouple. It outputs .060 mv. I used a q-tip dipped in alcohol and cleaned the orifice that the thermocouple goes into the bottom of the gas control valve. There seemed to be a lot of black stuff on the q-tip, so I repeated the cleaning several times. When I re-installed the thermocouple/pilot light assembly, the pilot light did stay on for a short while after the burner went out. But again the pilot light did not stay lit very long. I'm down to either bad gas/low pressure from the gas tanks or a bad control valve.

How hard is it to replace the control valve? It appears to screw into the water tank, and I am afraid of messing up this connection. Any suggestions?