For a $20 trade in (large tank) you can fill the small cannisters all year long (our winters aren't that bad). I've never had a fed (ranger) stop me for carrying propane cannisters, even when camping in a National Forest, and I don't ship them anywhere.
That reminds me, I need to go to the grocery store and replace one of my tanks.
its never a issuse until it is... it would suck to have a insurance claim denied.