Retrieve data in the background

Thanks for the answer!
So, as far as I understand it, the options for this case would be:

a) customise the boot app
b) build a widget
c) customise a clock app

I didn't realise the widget thing! So I understand that, once installed, a widget is auto-restarted, runs all the time, and will react to events and timers even if the watch is idle.
The pedometer widget is actually the perfect starting point for my case.