Can't Pair Watch - Says Update Required, but Update Fails claiming my phone is "Not Connected to the Internet"

I've been trying for a few weeks to pair an apple watch with my phone. Every time I try it says I can either "Update Now" or "Skip the Update And Exit Setup"

So this step is required.

When I click "Update Now" it sequences though two screens until it finally tells me:

"Unable to Check for Update

Checking for a software update failed because you are not connected to the internet."

This is a LIE (you wouldn't be reading this if I had no internet connection).

In doing some subsequent searching it appears Apple has been peddling this lie for several years now to countless users (i.e. they seem to busy raking in the dough to care).

I've tried all the following:

1. Power Cycling the iPhone & Apple Watch several times.
2. Hard resetting (including fully erasing) the Apple Watch several times.
3. Ensuring my iPhone is fully up to date (I first starting trying to fix this error a couple revisions ago, installing the most recent update a half hour ago).
4. Doing a hard reset on the iPhone.

I'm kind of out of options at this point. Needless to say I'm frustrated that I can't find any other options to try, and angry about the repeated false error message.