Steve, that's how I've learned to light ours. Super easy. Thing to remember with this setup is that there is NO thermocouple on that Temp Control, the one with the Pilot position. If it blows out, that small flow of LPG continues. That's why I won't install electronic ignition on the stove burners with an extra lead down to the oven, Too much chance the oven pilot might blow out, then flood the oven with LPG, and have a big bang intending to light a surface burner.
Drew, your post is critical. Without knowing Year/Make/Model of this Range, we can't determine what the problem could be or how to help, how to at least test it.