Worcester Oil Boiler?

I have a Worcester Danesmoor SLPJ 20-25 oil fired boiler which is fitted with a twin channel programmer and Honeywell “Y” plan with a 3 port mid position valve.
I only use this boiler for central heating and what happens is that when the room stat cuts out which is a Danfoss RET 230, so does the oil burner and the circulating pump, says that this should happen in the instruction book.
It can take up to about half an hour before the boiler will cut back in again and then the rads are beginning to cool down If I turn up the stat a few degrees the burner and the pump will cut back in again, the stat is normally set at about 20c.
What I would like to happen is that the circulating pump keeps pumping water round to the rads all the time the boiler has the power to it and not controlled by the room stat, boiler is in good condition and run well. Grateful for any advice.