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Be sure you are on the topmost page of the Reminders app when you create the "Notes" list -- swipe down from the top to get there. I now have three lists: "Scheduled", "Reminders", and "Shopping". I can tell Siri "Add milk to the shopping list" from my watch.
I should have explained more. It works great and with OS3, there is a reminders app and complication. When you touch the complication, you will see all of your reminder lists. Then, say... Hey Siri - add blah blah blah to my notes list.
 
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