[Windows]

Precisely, the nipple on the filler pushes down and opens a seal on the bottom to allow the liquid in, while simultaneously opening another one on top to allow gas out. It is mainly held in place by gas pressure, but there is also a spring which is meant to seat the seals if there is no pressure.

You should only see liquid coming out if the, magazine is (~80%) full, and your filling. If you know the magazine is empty, and and liquid is spraying all over the place, it's usually a faulty adapter, or incorrect alignment. Metal adapters are especially susceptible. However sometimes the internal seals in the valve can be old and worn out, in which case you may be able to hear gas escaping through the fill valve as a slow hiss. In which case the best course of action is usually to replace the valve.

Follow up answer: any lightweight grease that doesn't react with plastics or rubber should work. Some gun lubricants such as frog lube are a good choice, or white lithium (tube, not in a spray can) and molybdenum disulphide based greases are also popular.