This is a very common thread. I'm sure I have written into it on both HM and PM. The pump oilers are fine most of the time, but I have a few fittings that actually need a bit of pressure to force the oil in. I always made a mess and was never satisfied that I was doing a good job on the oiling. I converted the tip on one oil can to get a good seal, but I couldn't solve the pressure problem.
I finally broke down and got a Reilang oil gun - fantastic, no leaks, works on both the nipple style and cup style (two end tips are provided). Expensive, but then a tool that works is a good deal (regardless of the cash involved). It works like the push style grease gun (ie. for the roller nose type chainsaw bar) - one could convert a push grease gun. The Reilang is fantastic, one machinist buddy has me bring it over and lube one of his old machines because it clearly delivers the oil, is very quick and not as messy. I got mine from Jens Putzier (ebay).