Pilot light seems to turn off intermittently on glo worm space saver mk2?

had thermo couple replaced a month ago, and things have been working fine until the other day, but for some reason pilot light seems to be turning its self off, say once every day or so. It would tend to do this after the boiler has been on for a long time, say some point in the evening. Any ideas? Although has been windy recently, I don't think is this. It seems to light fine, on stays on all day until heating comes on.