Hi Jim
Known problem. No worries. First, check the tiny O-ring around the central pin on the connector. Is there 1 or 2? There's a pic at http://www.bushwalking.org.au/FAQ/FAQ_GasStoves.htm#Oring to help.
The early models had 1, and many users did complain they could not get a connection. I chased this up with Coleman who admitted they had heard of the problem but were not able to reproduce it (in the lab).
A key feature was that users had the problem *in the field*, but not at home (and not in the warmth of a lab). The cause was the tiny O-ring: in the snow it got cold and would not compress easily enough, so you could not (easily) push the canister into the connector enough to get it to mate. I passed this info on to Coleman, who re-engineered that latest (last) batch of adapters to take 2 O-rings. That gives the connection more compressibility, and it is easier to get it working.
My guess is you have an older 1-O-ring version. No problem: I have two of them, and they work just fine.
> If I shove it in a mm or so farther, the gas flows when the valve is turned,
Yep, so all you have to do is push harder *before* you turn. Once you have done it a few times you will get to know how much force to use. In the cold it does require a bit of 'male force'. Of course, it does help to warm the connector up a bit first – hold it in your hand just a bit.
Play with it in a warm room first, to learn what the connection feels like. Then move into the cold.
Ah – and carry a couple of spare O-rings in your maintenance kit! It is kinda crucial.
Cheers