The post above has a lot of good info. You did not say what grill you have. I can only speak for the Weber Q.
The basic idea is your quick connect off your trailer delivers low pressure gas off the regulator in the trailer. Most grills have a regulator to regulate high pressure gas from the screw on cylinders. Therefore, you end up with 2 regulators in the chain which can result in bad performance of the grill. You need to set up your grill for the low pressure gas from the trailer.
The solution is to remove the regulator on the grill. With the Weber Q grills this is easily done as the regulator simply unscrews and you're left with an 1/8 NPT male fitting. Calor makes an adapter fitting for this with a quick connect for your hose. It's a simple 5 minute conversion on Weber grills.
If you need more info I have an old post on this forum with pictures and will try to find it.
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