There are a few thngs to check: 1. Is the pilot light large enough to cover the thermocouple? 2. Is the pilot light sometimes blown away from the thermocouple by drafts in the garage? 3. Is a water droplet from the tank quenching the pilot flame sometimes? 4. Is the gas pressure steady? 5. Is the thermocouple and pilot burner clean of any dirt or rust that may have fallen on it?
And sometimes, it is just time to replace the thermocouple. (Too strong a pilot flame can burn it out prematurely.)