I think an oxidation of propylene with a catalyst of Au on TiO2, with a mixture of H2 and O2, at high temperature, may do the trick. The idea is to obtain propylene oxide, and then rearrange it to the aldehyde.
The industrial preparation of propionaldehyde is from synthesis gas (from water and hot coal), and ethylene:
CO + H2 + C2H4 ---> CH3CH2CHO