See my post above Nick. The grease gun head needs to lock onto the nipple. If it doesn't it needs adjusting or you need a new head.
My new Wanner grease gun had this issue. Since changing the head no issues. Once locked on grease can be squirted in at almost any angle without it leaking out of the sides. Sometimes a little difficult to break head off nipple after greasing, but moving it beyond normal limit will work.
