quick connect

Hello, I bought this grill recently and it has the quick disconnect. The tank ran out and everyone on here was saying to swap the tank to a regular acme nut and then swapping the attachment on the regulator to an acme nut attachment (link is below). Will this work? Do I use yellow plumbers...

Has anyone had an issue with getting the quick connect to "click" into place? I have assembled hundreds of these types of accessories over the years as an assembler and never had an issue. Sure as heck I buy one and put it together and I cannot get it to connect. I have tried off and on over...