Hello sixburgh7777,
We understand you have some Voice Memos on your Apple Watch you'd like to transfer to your iPhone. You also stated that you don't want to use or don't have the storage available to use iCloud.
Syncing the Voice Memos between devices using iCloud is the only way Apple recommends to accomplish this. That data will sync between your devices that are signed in with the same Apple ID.
Record and play voice memos on Apple Watch
For help with freeing up iCloud storage, start with helpful steps here: Manage your iCloud storage
Take care.