Mine was doing the same thing and I searched many forums and read lots of things it could be then I read on 1 of the forums that there is a small hole on the back side of the pilot light for air mixture and they suggested that you wrap a small piece of aluminum foil around it and don't cover it all the way just enough to block a little air. I tried it and it worked but I thought that the foil would fall off or move and I would always be messing with it. So I went and bought the smallest hose clamp I could find and put around it. It can still get air and I tried it twice and it stayed lit. We went camping and we baked in it 2 more times and it still stays lit.
My brothers 2003 Coachman oven did the same thing and he ended up taking it to the dealer 3 or 4 times and they finally replaced the whole oven.
Mine is still under warranty so I am still debating on taking it in to be fixed or just leave it like it is with my clamp.
If you are not comfortable working on it take it to your dealer and see if they can fix it. With it being a 2014 you should be under warranty.
2004 Dodge Ram 2500HD Cummins
2013 Cedar Creek Silverback 33rl