I installed a wall type gas heater approx 2 years ago. The first year all worked fine. Year 2 we started having issues where the heater would not come on as it should and after some basic trouble shooting we found that we were having thermostat problems. I was working fine until about a month ago when you could hear it kick on but it takes a few seconds and then there is a mini explosion as if the gas valve is sticking or something of the sort. At first it did not happen every time it lit now it does. Any thoughts?

Call for professional service. Wall heaters are not that safe to start with but when they start making a bang sound it is time for a professional to look at it.