Don't use plumber's tape, it is not appropriate for this sort of fitting. The knurled end has a rubber washer in it which makes the seal. Putting tape on it would most likely cause it to tighten up before the seal is engaged. Make sure the rubber washer is in place, then just hand tighten, put some grips on the knurled ring and just nip it up, approx a quarter turn or even less. This sort of fitting does not like being over tightened or it will damage the seal.
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