The best luck I've ever had with a grease gun is with the lever type. If you loosen(unscrew) the chuck a little bit, it'll slip on the zerk quite easily. Before you pump, however, don't forget to snug it up before you pump. With the chuck firmly snugged up, you can apply a lot of pressure without it leaking. Don't forget to loosen the chuck before you try to disengage it from the zerk.
Be careful with those zerk fittings that are just pressed in. They'll pop out with the slightest side load or pull on them. I replace all of those with threaded zerks.
Woody