How do I play custom radio stations on apple watch?

So I have an Apple Watch 3 and just signed up for Apple Music. I have set up some custom music stations (based on artists I like) on my iPhone, but they don't show up on my watch. I read somewhere that you have to use Siri to get custom stations opened on your watch.

I give Siri that request (on my watch), but very time I do, the radio station starts playing on my phone. I don't want to play it on my phone. I want to play it on my watch, with the audio signal beamed to my bluetooth earphones. Once in this mode, when I look at my watch I see two source: one showing the watch (showing the last song I was playing from by iCloud music library) and one showing the phone (with the radio tuned to my custom artist-based station).

So...my question is: Can I play my custom radio station on my watch, outputting the sound to my watch-attached earphones? If so, how do I stop it from always opening up my phone and playing my custom radio station there?