What do you mean 'glue the bulkhead to the PVC'? Do you mean PVC pipe? If so, then yes, if it is outside the tank, you definitely want to glue it. If you put a threaded union on first, (glue a male adapter into the slip bulhead), it will make it easier to change your plumbing later on if you change your mind.
Is the gasket on the inside of the tank, where the bulkhead sits against the tank? (NOT on the side with the nut that is tightened.)
You can use silicone if you want, some people do. IMO, it is unneccesary. I have used dozens of bulkheads, and not one has ever leaked. If installed correctly, it should be pretty foolproof IME.