You need to be with EE or Vodafone if you want to use the eSIM along side your existing phone number. Vodafone charge an additional £7 a month for the privilege (OneNumber). Me, I have always used the Bluetooth versions as I never go anywhere without my phone and it's not as heavy on battery use compared to the 4G variant.
I made the same schoolboy error but I didn't even realise it was eSIM 🤣 My main contract is on Three, who are aiming to fully role out eSIM sometime this year but I also have a Virgin SIM with my TV package who do support eSIMs. Went through the process yesterday of converting it to eSIM, adding it to my phone, then to the watch, only to be told that Virgin don't support watches with eSIM. Had a quick chat with Virgin who confirmed that they're working on rolling out all the features still but no ETA.