Long-press on a play button in the phone app to start playback on the watch. Same with starting an episode on the phone from the watch.
Long-press on a podcast to access settings for each podcast
There is an option in the phone app to auto-download episodes downloaded to your watch
You can add a list of keywords in the phone app and any episode that contains a keyword can be added to an playlist and/or auto-downloaded
Hold down on the seekbar to seek forward/back easier
Pull down from top to access top menu