Regardless of the fuel source, for safety reasons, its very important to turn off the supply of gas to the grill when its not in use. In addition to safety reasons, for LP (propane) grills, leaving the tank valve on can easily lead to a grill going into reduced gas flow state known as bypass.

What can you not do with a propane grill?

Propane Grill Donts • Do not bring cylinders indoors or into an enclosed space such as a garage. Do not smoke while handling the propane cylinder. Do not leave the cylinder in a vehicle. Do not use matches or lighters to check for leaks.

Can a propane tank explode in a hot car?

Never leave your propane tank in your vehicle. If your tank is left or stored in your vehicle, heat, sunlight and motion can increase pressure to an unsafe level creating a flammable, explosive environment.