I've tried that, but found them to be too easy to sleep through unless my watch wrist is very close to my head (without a pillow between it and my ear). The sound isn't particularly loud and the vibration is similarly shallow. Useful for reminder alarms when I'm awake though.

My current success is using the Amazon branded wiretap for alarms. Interacting with the dumb cloth-eared irritation sometimes annoys me into being awake rather than hitting the virtual snooze yet again, and it doesn't have the doom-scroll potential of my phone.