Yeah that's the iffy part tbh. I have a oneplus phone and watch and it is per-app on the watch. So in the app I have to configure which lines of comms are important (so like Signal is how my wife and I communicate so I get watch notifications for that, and I mute other group chats). And because my WhatsApp is pretty noisy, even with muted chats, I just opt not to get notifications on my watch, which has the consequence of me not being able to get WhatsApp call notifications, which honestly isn't the worst thing in the world :)

It's not perfect, but it works for me.