Just mix some dish soap and water and brush it onto the connection, so that if any bubbles form when you turn on the gas, you will know there's a leak and it's not safe.
Softer indirect convective heat can help retain moisture and flavor without the potential of charred exterior and grill flame-ups of the intense direct conductive heat of the barbeque grill. Keep that in mind when deciding to place mushrooms directly on the grill or use skewers or baskets.