Sometimes the hob burners won’t stay lit when the knob is released:
Solution: Hold the knob in, light the gas and after waiting 5 seconds for the flame sensor to heat up, let the knob out about 1 mm (1/16″) and then press the knob back in sharply, then release the knob.
The oven and grill won’t stay lit when the knob is released.
If you have a cooker with metal knobs the oven/grill knob may be fixed too far in on the shaft preventing the flame detection mechanism from engaging. Solution is to loosen the knob retaining screw (using an allen key) and move the knob back on the shaft, then tighten the screw. You should have the same or slightly larger gap between the knob and cooker as that for the burner knobs.