Pilot lights but goes out when turned to On

[Scott55123]

Teledyne Laars XE EG-325 with the General Controls Valve See pdf on this page for manual http://www.parts4heating.com/Pool-Heaters-Teledyne-Laars-XE-Electronic-EG-325-s/582.htm
Pilot lights correctly as described in Steps 1 - 3 pg 9. Step 4 pg 10 fails repeatedly - pilot goes out when turned to On. I am running the pump and water is filtering. Will try "gently" tapping the Control Valve. Any other ideas? Thanks

Tried tapping control valve - didn't work. Replaced the pilot burner and the pilot generator - also didn't work. So what's left other than replace the gas valve?

Again - the pilot light lights holding down Gas Valve Knob for 30sec (flame visible in visoflame tube); Release Gas Valve Knob (flame disappears in visoflame tube but pilot must be lite as depressing the Gas Valve Knob within a few seconds re-ignites the flame in the visoflame tube). However after 3-5 secs pressing the Gas Valve Knob has no effect - as I assume the pilot is out.