Is the fitting loc-tited in (red or blue crusty stuff) or just plumbers tape(white)? Can't tell from the bluriness of the pic, but is the fitting rounded without a hex head, and is there a allen wrench hole inside the fitting? (some asa fittings I have seen have allen slots on the inside)
If you have the loc-tite drop it in hot water for a while, since it is just a gas through it won't hurt anything. You could also use alcohol to break away the loc-tite, just let it soak into the threads.
Plumbers tape should just break free.
If you have no allen slot or hex head on the fitting, I have used rubber hosing. Auto part store carry it under fuel line or vacum tubing. Cut a piece about and inch and slit it down the side, wrap this around the grip and use another piece on the fitting. You can use channel locks or vice grips or plain old plyers to grab ahold and turn, a vice would be great if you have one. I have used the rubber tubing many times and haven't scratched or damaged a finish yet. You want at least 1/16th or 1/8th thick walled hose, the thicker the better, you can even use more than one piece.
edit: Heat would also work but I would use it last unless you don't minde maybe damaging the finish on the gas thru grip.