There are many types of clip-on regulator on the market. The clip mechanisms vary in design, with some easier to use than others, but they all fit directly on to the valve at the top of the cylinder.
Before you fit any clip-on regulator, make sure the hose is in good condition and is securely attached, then turn the regulator upside down to check that it’s clean inside.
You also need to inspect the valve on top of the cylinder to make sure it’s clean and free from any grease or debris.
Always check the connection between the hose and the regulator with a leak detector spray before using your appliance.