^ Good question Kobe, I get this a lot.
You don't put teflon on the connection to the paintball bottle. You use teflon on fittings (NPT type), like when you connect two pieces together to join something else, like a needle valve to a solenoid.
There was this one over zealous guy (on another forum, he doesn't post here) who couldn't wait to be crown Co2 expert, and told me not to use teflon in a Co2 build. Of course, he read online that you shouldn't use teflon connecting the CGA 320 to the cylinder. And so he thought it apply to fittings as well.