I remember back in the 70's people converting their propane appliances to natural gas (same thing as CNG) by changing or drilling out the orifices. Real easy. We're just making the change in the other direction. I don't know if the OP's stove has the safeties or not, I imagine some do. Also the solenoid, sniffer, and other equipment. None of that stuff is actually required by law, it's just a darned good idea and AYBC code, which is really just a guide line. Some people get away with using camping stoves for years, others blow up the first day.
The installation doesn't really have to be that expensive. I built my system using a Fireboy solenoid / alarm system (about $300 at the time), brass gas fittings from the hardware store, hoses from a local industrial hose shop, and two 20# patio grill tanks that I already had. The tanks are steel, but I'm in fresh water so the corrosion isn't much worse than it would be on the patio. I can also swap them out at a gas station of I can't get to a propane fill station. I built a plywood locker to enclose it all and hung it on the rail. Everything is code and I don't think I have $500 in it not counting the stove.
If you paid West Marine prices for everything it would probably be twice that or more.