Turn on gas wall heater w/o electric thermostat
Gas Empire-style wall heaters use millivolt thermostats.  They have two wires going to the thermostat, and if those wires are connected to each other, that is a "call for heat" and the heater should fire. 

So, you have a system that requires AC power?  Either it's not an Empire-style millivolt system... or somebody's hacked it in some weird way, e.g. to use a Nest style thermostat. 

If they hack it like that, they should connect the new relay/whatever/thing in parallel with the original thermostat, and leave that in place for just this contingency. 

Northeasterners/Midwesterners: This type of system is nothing like anything you know.  It is a closely held secret by Floridians, Pacific Coasters, and the northeastern HVAC cartels, and at this point, my job is to convince you that it doesn't exist.  Furnaces that can work on gas alone, without electricity?  Absurd. Just ask your HVAC distributor.  These aren't the heaters you're looking for.  You can go about your business.  Move along.