For a true explosion to happen, you need the right mixture of flammable gas and air inside a container. When the air/gas mixture is ignited, it expands quickly, breaking the container and thus the explosion. If you just shoot a full propane tank, the tank will empty through the bullet hole. Don't believe me? Look at this video at 6:37: https://youtu.be/sqFr_M9E808?si=6MS2qmG4cm-scEQR&t=397 . Notice that the gas does not ignite until it leaves the tank AND other bullets create a spark outside of the tank. If you watch the whole thing, notice that there's a lot of fire, but no true explosion.
As a second example, read about this Darwin Award genie who decided to cut into a propane tank. Although the article speaks of a "blast", what happened was that the tank flew up propelled by the hole he made to the tank, but there was no true explosion.
This is still dangerous, of course, as now you have propane in the air, which can ignite given a source. But if it is not ignited, it the air/gas mixture will go below the critical level and stop being dangerous.
An empty tank with some flammable liquid residue inside, however, is another matter. There you have an air/gas mixture inside a container. If you were to penetrate the tank with a grinder, you would be introducing sparks inside a closed container, ignite the mixture, the mixture then would expand rapidly and the container explode.
In my neighborhood, a guy (it's always a guy) tried to repair an old truck-mounted gasoline tank by soldering. He thought that because the tank was empty, he was in the clear, but it was the gas fumes he should have been worried about. I don't know if they found all the pieces for the burial.