Hi there kim___h,
Welcome to Apple Support Communities. We understand you need help setting up Apple Pay. We have some guidance that should assist with this. First, we have some questions to narrow down the issue.
Are you trying to add or remove the cards from the Watch app on your iPhone or directly from your Apple Watch?
Have you restarted your iPhone when you restarted your Apple Watch?
You will want to make sure both iPhone and Watch are fully updated with the latest OS versions. Here's how to update each device:
Update your iPhone, iPad, or iPod touch
Update your Apple Watch
Since you mentioned still seeing the cards trying to delete from your iCloud.com account, you might log out, restart that computer, then log back in to check again. Let us know how it goes.
Best regards.