Before I had the update, I tried a few things and really never got it working well. After I loaded the update a few weeks ago, it has worked like a charm. I did end up turning off the pop up option in Go because it was no longer needed.
Here are the instructions I had used before the update:
I was using sliding messenger and wasn't receiving notifications on my gear. Once I started using the stock messaging app they appear and notify on the gear. It may not support 3rd party apps yet but you can check under "more apps" in the notification area on the gear app