We study the effect of Two-Photon Absorption (TPA) nonlinear losses on Gaussian pulses, with power that exceeds the critical power for self-focusing, propagating in bulk kerr media. Experiments performed in fused silica and silicon highlight a spontaneous reshaping of the input pulse into a pulsed Bessel beam. A filament is formed in which sub-diffractive propagation is sustained by the Bessel-nature of the pulse.