Detailed measurements of near-nozzle spray formation are essential to better understand and predict the physical processes involved in diesel fuel atomisation. We used long-range microscopy to investigate the primary atomisation of diesel, biodiesel and kerosene fuels in the near-nozzle region, both at atmospheric and realistic engine conditions. High spatial and temporal resolutions allowed a detailed observation of the very emergence of fuel from the nozzle orifice. The fluid that first exited the nozzle resembled mushroom-like structures, as occasionally reported by other researchers for atmospheric conditions, with evidence of interfacial shearing instabilities and stagnation points. We captured the dynamics of this phenomenon using an ultra-fast framing camera with frame rates up to 5 million images per second, and identified these structures as residual fluid trapped in the orifice between injections. The residual fluid has an internal vortex ring motion which results in a slipstream effect that can propel a microscopic ligament of liquid fuel ahead. We showed that this mechanism is not limited to laboratory setups, and that it occurs for diesel fuels injected at engine-like conditions with production injectors. Our findings confirm that fuel can remain trapped in the injector holes after the end of injection. Although we could not measure the hydrocarbon content of the trapped vapourised fluid, we observed that its density was lower than that of the liquid fuel, but higher than that of the in-cylinder gas. We conclude that high-fidelity numerical models should not assume in their initial conditions that the sac and orifices of fuel injectors are filled with in-cylinder gas. Instead, our observations suggest that the nozzle holes should be considered partially filled with a dense fluid