You can do the installation yourself but it is illegal for you to open the gas tap. It needs to be checked out by someone who is qualified. This does not mean any gas Fitter but someone qualified in low pressure gas systems (ie not mains gas).
As above if its for sale/rental. Not sure if that's mandatory for own use - though, i'd imagine the insurance would certainly use lack of certification as a means of trying to get out of payment if something were to happen.
I'm plumbing mine in myself then getting it checked by a local 'gas safe' chap who specialises in LPG installs in caravans/mobile homes etc.
as far as I'm aware,the rules are ---there are no rules. good for me, but maybe not so good for others. I assume anybody doing their own gas fitting will do everything in their power to avoid getting asphyxiated or disintegrated.including looking at what is considered best practice