I wouldn't use on board gas. It takes up space and is something else to catch fire if you have an accident.

Just use a connector (I used Rectus connectors but Festo make some suitable ones as well) and leave the gas off board in the can. You can either regulate the gas output yourself with a valve on the can or you can have a variable restrictor (Festo again!) in the model. I used the former method but there is bit of a knack to it. It is easy to use too much gas if you're not careful and this can cause a big flame or a big bang!