You create both .aab, one for the watch and one for the phone, just like as you did at first...

On play console, after enabling the wear os form factor, you go to "Production" tab as you did. Right on the right top corner where there is the "Create new version" button, that you also clicked, there is the a dropdown with the text: "Smartphones, Tablets, Chrome OS, Android XR", click on it and select the wear os option, then create the version just like your did with the phone .aab.

Before publishing you need to go back to the screen where you enabled the wear os form factor and enable the last option manually (when you enable the form factor there are 3 list items to fill remember!?).

PS. I didn't post any pictures because I don't have my computer here and I'm not logged on my phone...