Connecting Sony headphones to Apple Watch

The hardest thing I've found pairing Bluetooth headphones, is finding how you put the Headphones into "Discovery" mode.

On my Sony MDR-1000X Noise Cancelling Headphones, when powering on the headphones, I have to keep holding the power button for about 10 seconds until the headphones enter Discovery mode. Then I'm able to pair them to my Apple Watch.

I do not know if the Sony WF-SP800n head have a similar or different way to enter "Discovery" mode.

I have successfully paired 4 different Bluetooth headphones to my Apple Watch, 2 of which are over 15 years old. Again, finding the instructions on putting them into Disovery mode was the hardest part of the pairing process.

Do you have music on the Watch? Are the Sony's in pairing mode? Are the Sony's auto connecting to your iPhone or another device?