In-situ self-reporting is an important measurement method used for capturing daily experience data right-in-the-moment in dynamic contexts. Research has been conducted to reduce the demand placed on users for manually reporting data in context. In this regard, smartwatches offer inherent benefits for making self-reporting more convenient and facilitate data gathering. However, self-reporting on the small touchscreen under various contextual conditions can be burdensome and challenging. In this study, to gain insights into designing smartwatch-based self-report interfaces, we conducted an exploratory user study with eight design probes and twenty-four participants under three simulated scenarios: walking, gaming, and social chatting. Findings showed that users' subjective perception of interface features (e.g., input methods and option layouts) varied with changes in context. Participants leveraged different features (e.g., hierarchical layout and discrete input) to micro-schedule self-report tasks (i.e., create one or multiple opportune moments) or to conduct eyes-free interaction with the assistance of smartwatch attributes (e.g., the physical frame of a smartwatch). We discuss implications for smartwatch-based self-report interface designs by considering context and designing interface features to support users' coping strategies.