Warm air
The hexagonal nut is used to hold two parts together on a threaded connection. In time because of repeating twisting the nut or because of incorrect wrench using on it the hex nut will wear down and will need replacement. When you use an incorrect wrench the edges of the nut are worn until there is no grip anymore.
Close the gas line by rotating the knob located on top of the propane tank in a clockwise direction completely. Use lubricant on the rounded hex nut and allow it half an hour to work on it.
While holding the jaws on the rounded nut very tight, turn the threaded knob located on the handle of the locking pliers clockwise. Remove the pliers in the end.
While the jaws are open twist the threaded knob on the locking pliers another quarter turn clockwise, then place the jaws on the rounded hex nut and squeeze the handles until the pliers lock.
Remove the rounded nut slowly after you turn the plier handles counterclockwise.