I have an Empire propane furnace with a pilot that wont stay lit. It had been unused for a couple years previously. At the beginning of this season, I tore it apart and cleaned everything I could with a vacuum. I also removed the pilot and blew it out and just replaced the thermocouple a week ago. It will stay lit for a while but every now and then I will notice it has gone out. Seems like it goes out once a day now.
I noticed one time that it seemed to blow itself out when I turned up the thermostat. Sounded like it ignited the burners but quickly extinguished itself. Not sure though.