I'd recommend teflon thread tape.
You can check for leaks with a spray bottle filled with water and some dish soap. Look for bubbles ---- no bubbles = no leaks.
I don't know if you can ever get them perfectly air tight. My compressor bleeds down and runs probably once every two to three days.
Also, my AB's bleed air causing the compressor to kick in all the time. I installed a shut-off valve between the compressor and the pressure regulator/water trap.
Good luck.