I left it off. It's purpose is to keep the propane from free flowing if you leave the 1lbs cylinder on the regulator and un screw the brass part off the grill. Without the part (think it as a tire valve stem) the propane will free flow until empty. The female quick connect has this built in and it also has a shut off. It will not hurt anything if put back in though.
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Pat, Jen & Heather... Oh yeah and our trained attack trailer cat, Cinnamon
2015 ChevyHD D-Max
2014 Greywolf 26DBH