On tapered pipe threads, maybe (but not allowed where I am licensed).
If you have a pre-made, flexible gas connector, then by all means no. The threads on such fittings are running threads, much like a nut and bolt. Such threads only purpose is to 'smash' the piping against a fitting. Any tape dope will only serve to hinder the 'smashing' of the tubing against the fitting.
If it is a flexible gas connector, take time to read the tag on it, if it hasn't been removed. Lot's of info there. Espescially how they are single use items: once they're connected, that's it.
If you are using trak-pipe or wardflex, the threads serve the same purpose as above. Then again, I had to watch a couple videos, assemble a joint or two and take a test to be able to work on that stuff.