Why won't my propane boiler's pilot stay lit after replacing the thermocouple?
If the thermocouple is new, and we assume that it's good, then I'd wonder if it's positioned correctly? I don't know how your boiler is, with some of them you can re-position the TC with respect to the pilot, and it might be too far away.

On a similar vein, are you sure it's locked in place and can't move? For instance, if it could vibrate around a bit, it might be moving too far away and therefore getting confused and cutting the gas.