How to fix BBQ: re-insert metal cylinder that came off partially
Don't fix it; get it replaced or return it:

If you can wait a couple weeks, then don't repair it (it likely will just happen again now that it's loose), rather call the manufacturer and tell them what happened and ask if you should return it to the store.  For large items that can be purchased at a home store 99 times out of 100, they'll send you a new one in less than a week.

If they tell you they can't help, then do everyone else a favor and return it. Usually, this kind of thing goes back upstream to the manufacturer to fix (and pay the associated shipping fees to the big box store). Stores that don't have this kind of agreement in place with their supplier will quickly learn to stop buying this model/brand.

As a last resort, buy the same one from a big box store and return this one.  Think of it as your civic duty so the rest of us don't end up with this same sub-par product.

Note: Try not to do this with Amazon unless the item is "sold and shipped by amazon.com" as many things on Amazon are sold by 3rd parties that don't have the buying power to negotiate with the manufacturer. 



If you really want to try to fix it - CLEAN IT:

Clean it, apply WD-40 to the outside and inside, then cool it don't heat it.  

Heat expands the metal in both directions effectively making your cylinder larger and cap smaller. Try the freezer, if that doesn't work, use dry ice.

Further, if you can rotate the cylinder such that the seam is inside the cap, that should help a lot as well.