Waterline / ice maker hookup with copper or polyethylene tubing at refrigerator connection???

Hi everyone,

I am trying to connect my existing copper waterline to our new refrigerator. Our old GE refrigerator was connected and setup from the appliance store 6 years ago. The GE refrigerator had plastic / pex tubing connected to the copper waterline.

The new LG fridge has a connection point directly at the bottom of the fridge itself. Since the current shutoff valve under the sink will not stop the water completely I added a 1/4" OD compression brass shut off valve at the end of the current copper waterline. I then added a new coiled 1/4" OD 10' copper waterline and intended connect that right into the LG fridge using a copper ferrule and 1/4" brass compression nut.

Here are my questions?

1) Should I connect the copper line directly to the fridge or should I use polyethylene (pex) from the shutoff valve?

2) I did try to connect to the fridge using a ferrule and 1/4" brass compression nut but the fitting still seems to be leaking even after going past 1/4 - 1/2 turn beyond finger tightening. It's pretty snug so I do not want to break anything on the fridge connection itself.
What am I doing wrong here? Do I need some sort of oil or something on the threads?

3) Also the owners manual claims you can use pex or copper but recommends to support connection at back of fridge.

Thanks.

Connection at new fridge