Pipe dope and tape both make leaks less likely. At this point, try giving the fitting 1/4 or 1/2 turn more. Also, before putting the pex onto the fitting, consider letting the joint sit for a bit. Then come back and tighten some more. Getting the torque on the fittings is easier with longer wrenches.
Some PTFE tape is thinner and less dense than others. The better ones will sink in water after you get any air bubbles off, and the cheapest will float. The yellow tape has minimum density requirements, and it is a also suitable for potable water-- not just gas. Some may disagree on that point.
Your PEX stainless steel things are called cinch clamps. The copper rings get crimped on. The clamps are easier to remove than crimp.