After I unscrew the little lock-y bit, I always tap the stem and let a smidge of air out of the tube. Kind of like breaking the seal; let some air out so the pump will seat better and let air go in easily.

I usually pump 5 lb/in2 extra, as I assume that's about how much sneaks out of the freshly filled tube while I'm removing the pump head and before the stem blocks the air flow.