Available under several names - commonly called 'Extend-a-stay' or 'Stay-a-while' - it is inserted in the piping between the tank and regulator (shifts regulator to right) - and provides 2 ports. One to connect an external propane tank to the rig (where the name came from - allows you to extend your stay without leaving to refill) - the other allows you to tap off for a grill (or other appliance) that has its own regulator.
This one on amazon comes with both hoses:
I had dealer install as part of the purchase - but not difficult to do... I wanted the part more than the labor..