As all the others leave it on, I've never removed cylinders from PCP's and never had any issues,
As an additional point the LP400 has fine threads on the cylinder that can be stripped easily, ensure the threads are kept clean not only on the pistol and cylinders but also the fill adaptor, The cylinders have alloy threads and the adaptor steel, the cylinder will always strip first, seen quite a few stripped, normally where people have not kept the adaptor clean when its been left fitted to a bottle or over tightened the cylinder when fitting, as long as a little care is taken they're fine and the Walther is a great pistol.
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