When you have created a new subclass of WKUserNotificationInterfaceController, Have you selected Watchkit extension as a target instead of iOS app target? You can verify this by Select Project > Select Watchkit Extension Target > Build Phases > Compile Sources. Here you should see NotificationInterface.m file created earlier. If you can't see then you have selected wrong target when creating a file. Then solution is you can create a new class with correct target selected.
In Storyboard, make sure custom class name is correctly added. Also in Payload file, category name should match with category set to storyboard scene just to avoid future errors.