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What about using a Bluetooth headset?

Is there any advantage to doing so with the headset paired to the Watch instead of the Phone?
 
I've just had the Watch for a few hours and tried the phone app right away - it failed on two different numbers. I've been trying to find out what I might be doing wrong - perhaps some setting on the iPhone?

But I'm patient and having a blast messing around with it all.

After about 6 hours of messing around trying to get the phone app to work on the Watch, I unpaired it with my iPhone 6 and paired with an iPhone 5. It worked, so I compared my iPhone 6 settings with the 5 - they were the same. I then backed up the 6 and reset as a new phone and finally it worked. I am thankful that nothing is wrong with the iPhone or the Watch, but I am thinking some app I had on the iPhone originally was conflicting with the phone app on the Watch. Just an FYI if you are having a similar problem.
 
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