A potential difference is set up by the temperature on the sensor which
> is two dissimilar metals. Normally, there is an electromagnet on the
> other end and the t/c generates whatever current is required to maintain
> that pd. That electromagnet allows the valve to stay open
>
Check also that you don't have an overheat switch in the thermocouple circuit. Our old Gloworm 40 has one - it drops the thermocouple connection if the output temperature gets too high. It's in series with the thermocouple connection via a rather Heath Robinson brass doofus at the back.