RE: Deep fryer from nat. gas to propane
You very well may have the different gas orifice to do the change over inside your unit.
Look inside by the pilot housing and see if there is a little brass nut or cap looking thing set or mounted kind of conspicuously or maybe even in a little envelope or package.
If not, they're not hard to find...Baah Ben's right, most LP guy's will have the most common types you may need.