A gas regulator includes a valve chamber body that houses two valves of the regulator. Valve elements that move to open and close the two valves are received via a same opening into the valve chamber body, which is closed by a plug. The plug can define a first valve seat as well as a piercing element used to pierce a compressed gas cylinder. A retainer can hold a gasket at a valve seat as well as provide a bore or other support for a valve element and valve element spring.