We prove that there is a Hermitian self-orthogonal $k$-dimensional truncated generalised Reed-Solomon code of length $n \leqslant q^2$ over ${\mathbb F}_{q^2}$ if and only if there is a polynomial $g \in {\mathbb F}_{q^2}$ of degree at most $(q-k)q-1$ such that $g+g^q$ has $q^2-n$ distinct zeros. This allows us to determine the smallest $n$ for which there is a Hermitian self-orthogonal $k$-dimensional truncated generalised Reed-Solomon code of length $n$ over ${\mathbb F}_{q^2}$, verifying a conjecture of Grassl and Rötteler. We also provide examples of Hermitian self-orthogonal $k$-dimensional generalised Reed-Solomon codes of length $q^2+1$ over ${\mathbb F}_{q^2}$, for $k=q-1$ and $q$ an odd power of two.