Assuming you've got enough slack in the pipe, cut the old olive off and fit the new 15mm nut on the pipe using a reducing set instead of the olive supplied with the valve:
Click!
All you'll see then is a 10mm pipe disappearing into a 15mm fitting. If you can find a 3-piece reducing set even better (they're easier to work with than the 2-piece shown).
Then put that ugly brass fitting you bought in a drawer somewhere.
By the way, it's the olive/reducing set that do all the sealing, so that's what you need to wrap in PTFE, the threads do nothing to stop water on a compression fitting except push the 'seal' home. Of course if you were to use the FxF socket, the thread would be acting as the seal, so in that case PTFE is needed