Another thought, and I am not a plumber, make sure the teflon tape you use is gas rated. No experience, but I have seen the different tapes at the depot: some for water, some for gas. I would assume there is a reason and a specific purpose for both, but again, just an assumption
edit: quick google search shows that water tape can be used for gas applications, but may not hold back what gas tape will due to the difference in density of gasses versus liquid. Not sure if its causing your problem, but it may be