It's been cold and I fired up an old Sears heater. Works great but it won't really turn down very low. The thermostat doesn't really change the output. Don't have a manual, must turn off the gas valve to turn off the burner.
That's the parts diagram and you can see it is just a basic heater that Sears doesn't stock many parts for any more.
Is it worth banging on the valve or wiggling the thermocouple? If I needed the $185 substitute gas valve, I'd probably be better off buying a whole new heater.