I just went through this. Your thermostat has dirt inside it that's keeping the gas valve from closing completely which leads to tiny flames on the orifice. These produce carbon which will eventually build up and clog the burner which will then push the flame outside of the burner when the gas is on. Kind of scary.
You can replace the t-stat but it's easier to clean it out. If you remove the thermostat (you can leave the capillary tube connected, just be careful) there should be a screw cap on the back, unscrew that, take out the tiny parts (note how they go together) and clean the sealing surface of the valve with your finger or a clean rag. Put everything back together and the little candle flame should go away.
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I just went through this. Your thermostat has dirt inside it that's keeping the gas valve from closing completely which leads to tiny flames on the orifice. These produce carbon which will eventually build up and clog the burner which will then push the flame outside of the burner when the gas is on. Kind of scary.
You can replace the t-stat but it's easier to clean it out. If you remove the thermostat (you can leave the capillary tube connected, just be careful) there should be a screw cap on the back, unscrew that, take out the tiny parts (note how they go together) and clean the sealing surface of the valve with your finger or a clean rag. Put everything back together and the little candle flame should go away.
That is most likely the pilot light. This enables the fryer to start without a re light