Thanks for posting about this, it reminded me that I have a little Wahl pencil to see to. This is how you fill one. You'll need a standard 1.1 mm (.046") lead and you feed it in from the nose. Twist the top of the pencil back clockwise as far as it will go and stuff the lead in as far as it will go, snap off the remainder.
If the nose is bunged up with old lead that won't come out, twist the pen top anti-clockwise fully and pull everything out of the barrel. If you have a long pin or needle that will fit in the nose try clearing things that way. If the nose is solidly blocked you might have to use by hand, an ultra-fine drill bit or other metal object (darning needle?) and gently tap it into the nose. With luck the blockage will fall out.
Remember, Wahl pencils (like Autopoints) only expel the lead. To retract it, turn the head of the pencil clockwise and manually push the lead back.