What you need is a fitting for the grease gun with a taper almost to a point with a tiny hole in it. You push this into the nipple, displacing the ball seal and the taper forms a seal. They are commercially obtainable, do your own research, unless someone on here knows of a source.
They do work well - have one on a tiny grease gun that I sometimes use in awkward places.
Best gun fitting I ever had was on the grease gun on a combine harvester. Sadly got lifted from the toolbox when the machine was left in the field overnight. There were over a hundred nipples to grease on that machine - some every four hours - so a good gun was vital.
The fitting in question was like the standard push-on type (as used on nipple-type greasers, as opposed to military-style slide-on) but had a sleeve one pushed forward to lock the pawls onto the nipple as opposed to the spring-activated ones (which can be a bugger to detach under pressure).
Never seen one of those since.