I have a lot of things that use the 1lb cylinders, especially for my bug fogger, so I absolutely refill. I spent $8 on the adapter from amazon and it has already paid for itself. It's almost $4 for a 1lb cylinder where I am and it costs $16 to refill a 20lb cylinder.
It's actually cheaper for me to use an external tank than fill my onboard because they only place in town that fills is inflated over market price, but I pay the extra for the convenience. Last time I filled, it was $30 for 8.5 gallons which equates to about $3.50/gallon vs national average of about $2.50.
When filling, I do not freeze my cans and they are almost full every time. The trick is to use a bent nose hemostat to pull up on the external release valve until a little bit of fluid comes out. That releases the gasses that are trapped inside. It is perfectly safe. Every time I fill our onboard propane tank on our MH, that's how they tell that its full. But obviously you shouldn't have an open flame nearby or be smoking when you do it.