Frymaster’s MJ series (Master Jet) fryers use a strut & tube type of high-limit thermostat which is designed to automatically reset at around 350°F (if memory serves). A user/operator has no easy access to that high-limit thermostat since there’s nothing there for someone to push in order to reset it.
That fryer’s operating thermostat is probably a Fenwal. If the temp control is merely a knob located behind a drop-down panel with a very limited turning radius, then that’s what you have. It so happens to ALSO be a strut & tube design. Those particular thermostats are the most accurate mechanical thermostats available on the market.
You said it takes awhile before the pilot can be re-lit after it’s gone out. SO…it sounds like that auto-resetting high-limit is opening and must cool down before it closes again. You either have a failing operating thermostat, a failing high-limit thermostat, maybe a sticking gas valve or (most unlikely) something was wired incorrectly.
So YES, as fixbear stated, some troubleshooting is necessary. Not only with a VOM, but also a pyrometer (to read oil temperature)…and some knowledge of how a millivolt electrical system works.
Sorry I’m no help there since that sort of training isn’t simple over chats on the internet. If you’re wanting to fix it yourself, you’ll need learn that and have the tools to troubleshoot it. Perhaps fixbear can walk you through it. He is INDEED very knowledgeable.