My Watch App requires all of the data to work, so would the best way of getting all the data be through using the WatchConnectivity framework, getting the iPhone to request and then send to the watch?

I have this issue too, it takes a good 20 odd seconds for the queries to come back on WatchOS. I am making several queries at once though, but even then it shouldn't be taking 20s on my Apple Watch, whereas it only takes around 1s on iPhone. I am using iOS 18.0.1, and WatchOS 11.0.1, both physical devices.

I've got the same problem.