I have the The Baxi Bermuda inset 2, and had the problem of the pilot light going out at least once a year usually at the start of the winter heating cycle.
I found this was always due to debris collecting around the pilot nozzle thus extinguishing the flame. If you look just below the louveres at the front of the fire you will see a vertical tube which is the pilot chamber air supply/breather, if you attach a 1/4"+ tube to a vacuum cleaner hose you can put it against the air tube which will suck all the debris out from around the pilot - this has worked for me everytime.
Mr Avo
November 2010