How to enable shortcuts through Siri on Apple Watch?
I just tried some of my shortcuts, and they work perfectly fine on my Apple Watch. 

However according to Apple:


  Shortcuts that require an app to open on your iOS device might not
  work on HomePod and Apple Watch.
  (Source: Use Siri Shortcuts)


So maybe that is the reason your shortcut works on you iPhone, but not on your Apple Watch.