I have a Stay-A-While adapter on my on-board propane tank. After I switch between the on-board propane tank and the external tank (and vice versa) I go inside the MH and light a burner on the cooktop to purge any air that may have been introduced when I connected the external tank to the Stay-A-While.
I found this out after listening to the water heater attempting to re-ignite repeatedly. The fix for me was to burp the gas line by lighting a cooktop burner for 20 seconds or so. Sometimes it requires me to spin the SPARK knob 15 to 20 clicks before the burner would ignite.