When you connect a low pressure appliance to a high pressure tank, which is your case, safety stops can be activated and cause little or no propane to get to the appliance. Turn the propane off at the tank, then open all the valves on the grill if that is the appliance in use. Shut them and unhook the hose at both ends. Now reconnect the hose and very slowly open the tank valve (this lets the pressure build slowly, now open the grill valve and light. Works like a charm. If it doesn't you may need a new regulator for the grill, but that is unlikely. Best to then leave the tank valve open if you can or make sure you always open is slowly.