so i fed the lead manually. problem is, it fell out easily. so i wrote a few words with it. appears that once you do that, the lead is somehow cohesively pressure bonded to that metal stalk that pushes the lead out somehow keeps the lead from falling out in future. seems rather non-robust to say the least! perhaps you are supposed to use the largest diameter lead allowed to give the nozzle firm frictional purchase on the curved surface of the lead. some of these early designs did have a porpoise-like ending to the metal ferrule to increase said sheathing surface area.
cannot believe a whole industry grew up around such an iffy product!