In Pebble Reminder (https://play.google.com/store/apps/details?id=com.ichueca.pebblealarm
) I've added a option (via preferences) that makes the phone sound (with alarm tone) and vibrate when phone looses connection with Pebble. The alarm gets dismissed when the phone and the watch reconnects.
Using it you can find your phone easily : just turn off bluetooth on watch and the phone will start ringing.
Please note that it may take several seconds for the phone to detect the disconnection (in my tests up to 20 seconds).
Hope you like