Cooking & Carbon monoxide

Hi new to the Caravan club and the world of touring.  We recently purchases a second hand touring van.  We have not had it serviced yet but went away for a trail run.  When we lit the grill and cooked the carbon monoxide detector went off.  The windows and doors where shut during this.  We have booked it in to check the gas to ensure it is burning right before we go again as I am guesing either I should have had a window open or it is not burning right.  

Having read the manual for the caravan it doesnt state to open any windows whilst cooking? Should I?

 Our cooker is a built in with no extractor only air vents in the floor.

Any advise would be greatful