I also find it is good to open the exterior propane valve about 30 
mins before lighting the fridge.  Just seems to never extinguish 
itself if I do.  Also if you have an LED which shows that the pilot 
is on use that and don't bother trying to see through the little hole 
in the back of the fridge - it's futile.

I had similar symptoms to the cannon fire when I bought my bus but 
the fridge wouldn't stay lit.  Had to remove the fridge and replace a 
component which sensed that the pilot was lit.  The gas supply is 
dependent on the fridge sensing the pilot is lit.  When you have your 
finger on the gas-it-up button in the fridge the sensor is bypassed.  
Mine would light, then when I took my finger off the button it would 
go out EVERY SINGLE TIME.  Doesn't sound like your problem though, 
just adding it for posterity's sake.