If you have a high pressure propane regulator (not the dual auto switchover regulator) it may well be that regulator that is leaking. A not uncommon problem. But the relief hole is probably on the bottom side and hard to get soapy water on it to check for leaks.
I had the same slight but continuous odor several years ago. After thoroughly checking all connections, hoses, and regulators with soapy water and finding no bubbles, I finally replaced the high pressure regulator valve after reading a number of posts about them failing. After removing the regulator I could see that there was an oily residue around the small hole on the bottom. With the new regulator I have never had propane odor again.
