As I understand it, Mordan leads were supplied in various grades, VH (very hard), H (hard), M (medium), S (soft) and VS (very soft). However, the lead diameter also changed with the grade, the softer leads being of greater diameter than the hard ones. The pencils normally have one of these grades marked on the nozzle so you know which replacement to use. I have measured some of our original M & VS leads, the M appear to be (effectively) 1mm dia and the VS 1.5mm dia.
The pencils are expel only, so to refill wind any old lead out until the metal part that expels the lead is visible in the nozzle, then wind it back in slightly. Press the new lead gently into the nozzle, and keep pressing as you wind the feed back in so the lead is drawn in until you have the desired length remaining outside the nozzle.
I'm not sure from your picture whether the end of your pencil removes or is fixed, but this is often the lead reservoir. If the pencil rattles a little when you shake it, there may be some usable leads remaining within the reservoir.
Andy