What could go wrong with plugging my BBQ into the house's natural gas supply?

My house has an outdoor natural gas outlet, with bayonet fittings. My newly acquired BBQ uses LPG, via gas bottles.

I thought, perhaps I'd need something like this

Exhibit A:

Steel Hose

But after more reading, I think I might need a Natural Gas conversion kit - these are a lot more expensive and looks like this:

Exhibit B:

BBQAndMore

GasMate

Then I had a chat with the hardware store, and they say that the BBQ has to be "certified for Natural Gas conversion" otherwise they won't say if things'd go wrong, and advice me to try to get a refund and acquire a more expensive, certified BBQ...

Additionally, I heard that I need a plumber to do this work, and can't do it myself. (So why do they sell the conversion kit in the store???)

This is all getting a bit ridiculously expensive, and makes one curious.
(I'm in Australia... I'm not sure if this is different in other countries).

• What is the worst that can happen from installing a steel hose?

• Is it worth it to buy and use a gas conversion kit instead?

• Do I really need a plumber?

• Do I need a certified BBQ - can house natural gas be connected to a crappy $100 4 burner BBQ? Can the BBQ blow up?

I had thought connecting BBQ to gas was like doing water plumbing. Obviously I don't know what I'm in for.

UPDATE / Conclusion

Armed with information from the useful feedback, I went back to the hardware store and had a chat with a very helpful BBQ person.

• Burner nozzle

The particular BBQ model isn't "certified for natural gas", unless I modify the burner jets the fire will not be enough to cook food. There were a few youtube videos I came across with modifying the burner jets - easiest one I saw was removing the cap, but I wasn't happy the result giant yellow flames (not blue).

Because my new BBQ was literally a few days old, unpacked but unused, I took it back to the store and they let me exchange the next model (+$50) which is certified for natural gas. I assume this is the easiest way for me to fix the nozzle/jet issue.

• Gas pressure / regulator

This is something that the natural gas conversion kit fixes. I picked up a conversion kit.

• Certified gas person

I need to have a certified gas fitter to perform this work. But I think I will end up fitting one end to the BBQ permanently, and leave the other end to be attached/detached from the wall at will when I store the BBQ in the garage. So I don't think I will have gas built up in the tube.

There's also a "soap bubble test" where you check if the joints bubble (and hence are leaking) that I read, and intend to do.