I was restoring from an existing Watch backup and went entirely through the Apple process.
After pairing the Watch, there are a series of steps to go through before the Watch starts restoring from backup. I can't remember them all, but they are things like setting the passcode. One of those steps for me was "Set up Cellular Data". Clicking to say that I wanted to do that now took me into the a bit of the mobile EE website (still within the Apple Watch setup frame) to select the plan. I clicked on it to accept the plan and got the message about the 30 minutes to activate. A few more questions and it started the restore from the backup (the clock face). As I said, I didn't get a message (which I expected) telling me when the activation had happened. But, as far as I can see, I followed exactly how Apple said it should work.
I hadn't seen this thread before activating; if I had, I'd have paid more attention!