Used NG rated pipe dope after I got tired of trying to make the tape work (converted my propane smoker to NG).
You use both tape and pipe dope always, this goes for iron pipe water piping as well. The dope is a lubricant when tightening as well as additional sealant. More importantly as already stated CHECK WITH SOAPY WATER.
When I started in the trade and threaded pipe , the shaving would come off in one big spiral. Back then the pipe was made in North America. Since then with the offshore crap , you have had to use Teflon and pipe dope as mentioned above. Now when you thread pipe it comes off in chunks. Supposed to only use pipe with a perfect thread according to code. Someone should have the garbage steel banned.
Luckily I had nice black steel (perfect threads) to work with. Truth be told I only used the Yellow Tape. Tested and no leaks.
In my opinion, time to fire up the steel mills again. No substitute for quality and safety. Penny pinching on labor doesn't cut it. There is a reason why things should be made in the USA including jobs and the spin off economy.
you said it with that cheap over seas pipe crap. it seals for ****. and dont get me started on the even worse fittings.
I would call a licensed gas fitter. I know that this is a job that you can do perfectly well by yourself, but if there is ever a fire, the insurance company will ask who was the gas fitter who installed the gas grille. If you can't come up with a licensed gas fitter, you will be standing there with your bare head hanging out and your ruby lips flapping in the breeze.