Loading up a grease gun

I've got a small handyman size grease gun and always manage to end up with more grease on my hands and on the outside of the cartridge than I do on the inside, is there a knack to it or am I missing something?

I bought a tube of grease and found the first load up easy, using the plunger like a syringe sucking the grease out of the tube and into the cartridge, but since then I dont seem to be able to load it up again and am lucky if I get an eighth of a tube full.

The gun I have is called a Groz and its kind of pistol shaped and the cartridge is around half to a third of the size of the larger industrial size grease guns.

Am I correct in thinking that with the larger ones the tube of grease is loaded into the grease gun and thats it? If so, whats the secret with loading the smaller ones - hopefully not buying a larger one?