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Double tap the crown to bring up the list. Now swipe left on a docked app and select to delete.
Yea I know how to close them, but isn’t there a way to make it to where they close right away and don’t even appear there? I swear I had it set that way on a previous watch. Maybe I’m wrong?
 
Not any longer. Previously whilst the App was open on the watch you could long press on the button then when the SOS menu popped up you then long pressed on the Crown. This then closed the App.
 
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