I would remove the pipe/valve from the tank and thoroughly clean the threads and inspect the threads in the tank and the pipe to ensure that they are clean and undamaged. If the threads are good, reinstall and tighten securely without any sealant on the threads. Clean, undamaged pipe threads are designed to seal without sealant if properly tightened. That is the magic of tapered threads.
I use whatever grease that I have handy on the threads so that I can tighten them tighter than if the threads were dry.
