They are notorious for clogging up, which doesn't help. Extend the quill and remove it. Take the retaining plates of the tailstock, take the screw out and give it a clean internally and externally. You need a circlip pliers to take the wheel off - I've not bothered putting the circlip back on mine. Before you reassemle, check that the end of the Bristol lever/bolt/whatever fits all the way up and down the keyway easily and is easily turned when engaged to full depth. Give the quill a light oil and insert it, you will feel the lever/lock engage in the keyway as you turn it. Screw the lead screw back, replace the wheel and you're done.
I found mine clogged up regular as clockwork when deep drilling, so left the circlip off - once in a while the wheeel drops but it doesn't matter. I saw no need to lock the quill - I've never known it slip - so I replaced the Bristol lever with a bolt and lock nut to stop its rotating. It's done up so the quill just moves freely end to end then locked.
