I much prefer refillable containers for propane and when I connected them, I always (well, usually...well, most of the time) tested for a leak with soapy water. Some intrepid souls test with an open flame. That method also will let you know if the connection is leaking....
I've seen more than one appliance repairman check for leaks that way on a just re-connected natural gas line. Assuming there hasn't been time for any build-up, I guess it's safe enough.
But it does seem a little Darwin Award-ish.