I have just replaced the Thermocouple and it has stayed up all weekend
and the same problem has started again this morning.

The boiler is a Glowworm Fuelsaver 40B MkII.

From the manual I have for this boiler there is no mention of a fan
anywhere, I have taken all covers from the boiler and all there seems
to be is the burners, flue hood, thermostat, ignition button, gas unit
and a some metal cooling fins at the top of the boiler (must be some
heat sink fins to heat the water). As I said no sign of any fan.

1. I press gas control knob and then 5 seconds later the ignition
button.
2. The pilot light stays on.
3. I turn the thermostat knob to 1 then 2 then 3 and then the rest of
the burners startup.
4. After 30/40 seconds all burners and pilot light goes out (back to
step 1).

Hope this all helps.