Recordings made on your Apple Watch should automatically transfer to your iPhone over Bluetooth. If this fails or if you need to transfer a recording again, you can manually send an individual recording from your Apple Watch to your iPhone.
From the Recents view on the Apple Watch, use the Digital Crown to select the recording you wish to send then Force Press on the screen to display the menu. Press the 'Send to iPhone' button. This will send the recording to your iPhone again.
Please note, recordings can take some time to transfer over Bluetooth, especially longer recordings.