Yes, quite a bit.
Your onboard tank holds high pressure liquid propane.
Your onboard appliances use regulated low pressure gas propane.
Most off-the-shelf grills use high pressure gas propane.
So to use the high pressure grill you can either use an Extend-a-stay adapter and hose which goes between the tank and regulator, OR
Tap into the low pressure distribution on your coach and convert the grill to low pressure use (remove the grill's regulator).
Lotsa threads on here about this, just had an active one yesterday:
http://www.thorforums.com/forums/f4/...tion-7386.html