I got a small propane grill at OBI about 6 months ago. OBI is not very close to us, so would prefer if I could exchange the propane tank somewhere closer to downtown Zurich. Does anyone know if I can exchange the tank at any other propane dealer, or if it has to go back to OBI where I got it?

Usually the gas tanks are standard sizes internationally, so you can exchange it anywhere. We exchanged our Luxembourg bought tank ( from hornbach)in Germany (at obi) then that one later exchanged in Switzerland (probably at Jumbo or Coop bau+hobby....don't remember precisely)

You need to find a distributor that is the same as that written on your tank, and you can easily exchange it for a full one.

Very true; sometimes OBI sells things which conform to German standards not Swiss so you need to be sure that you exchange your tank for the exact same model.