I was asked to install a customer-purchased part, a pilot assembly, with thermocouple and powerpile. She had fought lighting the pilot for a month, then bought the part mail order.
The new parts do the same thing, pilot goes out when I release the button. The thermocouple is getting hot, and producing some milli-volts before I loose my grip on the button and thermocouple and meter leads. I think powerpile is not needed, since there is no remote thermostat on this.
My experience with other thermocouples tells me that we likely need a gas control, but I don't know if there is a fireplace specific issue I don't know about.

PM me if you don't want to discus this in the open forum.

Thanks
Jason