The typical Onan 4KY series of generators doesn't have an oil filter if memory serves. I don't know about other Onan models; they may well differ.
The filters, and possibly the spark plug, are not likely to be in stock at an auto parts store. The air filter may be a reusable foam element; check before going out to buy a new one. There's probably no reason to change the spark plug unless it's had many, many hours of operation, in which case the oil change is long overdue. Particularly on a propane powered engine, the spark plug should last quite a long time.
Jack's Small Engines is a decent place to get parts for all sorts of small engines.