I've searched but I can't seem to find if it's possible to add your own options to a watchface complications.
When you customize a watchface by long-pressing on it, you get this screen:
If you selection Data, you get to choose where on the watchface you want to add the complication:
If you click on a circle, you get a list of things you can add, like the weather or a shortcut to an app:
I was wondering if can add your own options to this list of things to add?
Yes you can create your own Complication Data Provider. It will be displayed in the list if your provider and the complication slot both support the same data type(s). See the official documentation for details on how to.