IC,
If it turns out to be a thread problem on the Coleman cylinders with the MSR stove threading and you want to keep using Coleman because of price/availability, you might want to check out Coleman's version of burner?

  The 2nd stove is more expensive but I that like it takes different type cylinders, so you can always have a back-up if you need it?
 
The 2nd one also has the option to use with a larger BULK tank, like a 5lb-11lb or even 20lb propane tank if you were camping in one spot for a while. Just need a different length hose you can get at ANY propane dealer.



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