I tried lighting pilot light after running out of propane and propane was refilled. There was a loud poof noise and the insulation blew out the bottom. Is it OK to try relighting?

Either you have a gas valve problem or you didn't get the source of ignition close enough to the pilot. Just to be safe, I'd call a service person. Getting a face full of fire is no fun at all. Been there, done that.

Propane is notorious for flashback, particularly in cold weather. Use a long fireplace match or, as I do, an alligator clip and a piece of heavy aluminum wire. Get the flame right on the orifice and keep trying.