I live on the Connecticut shoreline, where we often have significant
winds (and hurricanes).

We have a gas hot water heater. When the winds come, the gusts are
often strong enough to "blow" that pilot light out. Then I get an AH
"Sh**" from my wife as she tries to take a shower and there is NO Hot
water.

Is there anything I can install on the roof vent. to prevent (limit)
those gusts from going down the vent, thereby "killing" the pilot
llight?