From interweb:
That's one of the difficulties of grilling in winter...The pressure in a propane container is independent of volume. It is determined strictly by the temperature. What I mean by that is the pressure is the same in a 20lb cylinder as it is in a 30,000 gallon bulk plant as it is in the delivery truck that delivers fuel to your home...IF the temperature is the same!
At -44° (Fahrenheit or Celsius) the pressure in a propane container is zero. This is the boiling point of propane. As the temperature moves up from there, the liquid in the container begins to boil and produce vapour which is what raises the pressure. At 5°F you only have about 30psi.
20 lb cylinders are not capable of absorbing very much heat out of the air around them. They just don't have enough mass. If you plan on using your grill regularly in cold weather like this, you might consider investing in a 50lb or 100lb cylinder. These are capable of vaporizing better than that poor little 20 pounder. The one thing you must do though if you go this route, is you will have to get a 12 foot hose to connect it. This is going to sound strange...but the 20lb cylinder that is usually mounted under the grill is allowed to be there because the appliance was certified that way. Propane is heavier than air, so if you had a leak the vapour would float away from the fire, not go upwards toward the burner. But once you set the cylinder somewhere other than in the bracket on the grill, you now have to observe the propane installation codes, which in most cases require that the cylinder be no closer than 10 feet to a source of ignition. I can't condone heating the cylinder up with an electric heater, but you could try having an extra cylinder or two and changing them when the cylinder frosts up and the flame goes low. Needless to say...never leave a grill unattended in this weather. Grills do not have 100% safety valves to shut off the flow of gas if the fire goes out. If the cylinder freezes up and the flame goes out, it will continue to pass gas into the area. If you go to relight it, you could have an explosion. Good luck with it! and be safe!!