Hi emmydevoe,
It sounds like you're trying to easily change between Music on your Apple Watch and iPhone, and I want to help.
If your Bluetooth headphones are paired with your Apple Watch, you don't need to go through the pairing process each time you would like to listen. You can tap on the AirPlay icon in your Music app, or swipe up on your watch face to tap on the AirPlay icon in Control Center.
It's not necessary to put your headphones into pairing mode each time you try want to use them with your Apple Watch, you should simply be able to turn them on and select them from the AirPlay menu.
If you're using AirPods, they should be simultaneously connected to your iPhone and Apple Watch.
Pressing play on Music should normally play to any powered on bluetooth accessories in the area.
Here are some articles that can help
Use Bluetooth accessories with Apple Watch - Apple Support
Listen to music, podcasts, and audiobooks on your Apple Watch - Apple Support
Use Control Center on your Apple Watch - Apple Support
Good luck.
Thanks for using the Apple Support Communities.
