My guess is that the doohickey works correctly depending on certain dimensions/geometries. If it works, it's great but it doesn't work all on Zerk fittings even those that are supposed to be the same size.

Some of our techs at work tried it too and gave up. They went to the needle nozzle for machinery and test stands. Not the puncture type but the tapered needle. You need to press firmly but minimal mess.