How to stop airpods connecting to iphone when using iwatch

I use my airpods and iwatch when working out at the gym and I leave my iphone in a locker. However, every time I walk past or near the locker, the airpods stop playing - as it is connecting to my iphone instead, automatically. How can I stop this from happening? I know its just a quick fix of opening the music app and hitting play again, but when you're into a great song, its really annoying!

I've searched the community and some have suggested going into bluetooth settings and choosing 'When last connected to this phone', which is already selected. Btw I've only ever used the airpods through my iwatch, never through my phone.