Be patient. They will eventually transfer. Recordings transfer over Bluetooth from Apple Watch to iPhone. Sometimes, transfers can take some time, especially if there are long recordings to transfer.
First, ensure both devices are in range, have over 50% battery remaining and are plugged into power (sometimes the power saving features of watchOS can be quite aggressive and file transfers could be postponed by the OS in favour of preserving battery life). Please also check that the Apple Watch and iPhone are connected via Bluetooth and that the Watch is not displaying the “No Phone” icon.
Run Just Press Record on your Apple Watch then run Just Press Record on your iPhone, keeping both apps open and the devices close to each other. Your recordings should begin to transfer.