I like threaded personally. Here are a couple things to try:
Make sure it's leaking from the threads and not between the bulkhead and the glass. Observe carefully, seal the bulkhead better if it is and you're done.
Try a different adapter, extender, whatever into the threading. Then hook the pipe up to that and see where the leak is.
Make sure the pipe is going straight in so to speak, and there is no tension in one direction or another. If you are putting a light bend or flex in your pipe that doesn't do well with threads. Try to straighten.
By the $5 orange tape instead of the $1 white tape. Worth every penny. Believe it or not you can overtape.
Hand tighten, test if leaks 1/4 wrench turn and test again. Make sure you dry well in between. Sometimes a bit of water helps the seal after it dries.
If your bulkhead is cracked only in a few places (not through and through), go buy a $5 tube of JB Marine weld. Water and fish safe, hardens underwater (used to patch holes in boats on the spot), strong as hell. Obviously it sets better outside of water, put thin lines of the putty along the length of the full threads you need to repair, a bit before and after, then screw in your adapter. Makes it permanent, but has worked to fix a few times for me, I got 3 separate Jb weld repairs on my tank and no sign of failure, so just use a small adapter after it. If not oh well you'd need a new bulkhead anyway, you just lose a plumbing part.
You can always use the thread glue if you want. Can be a pain but you'll eventually get it done without. Gluing in slip is a lot more permanent, if the length of the run is small can't even union it after, plus difficult to swap out elsewhere if you wanted to. Majority of my bulkhead are threaded, and I'm a big fan of flex tubing over top of the whole bulkhead with clamps lol. My leaks (apart from the cracked ones) always were a matter of sealing em with 1/4 turns or taking off and cleaning around the gasket.