A couple of years ago there was much made of a "ban" by Morrisons for filly gas bottles, even proper refillable! We never had a problem at any garage, Morrisons included. Most places are OK as long as you don't have a boot or door open. We have been checked when we open the gas locker door, but never been refused. In Morrisons, I always go into the kiosk and say I want gas and ask if they want to check my system. Once or twice they have, but mostly it is OK.
I did see one guy trying to fill a Calor bottle with one of the adapters that goes directly on the bottle. I believe they are available on eBay. Anyhoo, he was having a hard time of it and hadn't connected it fully. His boot had what looked like a fog that was coming from the connection at high pressure. I reversed backwards quite a distance and the petron station supervisor turned off the pumps and evacuated the forecourt. Fire service and police arrived and the fire service ventilated the boot.
Made me very wary when going in for gas and if I say someone doing the same, I would report it. Very scary when you imagine what could have happened.