I'd like to make a shortcut (and then add it as a complication to the Watch) to start, for example, "Outdoor Cycle - open goal". Is it possible?
Create a shortcut that starts your desired workout with your desired goal.
Make sure the shortcut shows on Apple Watch.
Run the shortcut on your Apple Watch from the Shortcuts app a few times.
The amount of times you need to run the shortcut for the donation to appear as a complication option depends on how many other shortcuts you run, as only shortcuts considered a priority will be shown.
Using Siri to run your shortcut may also make it appear sooner.
Add the shortcut as a complication on your watch face.