I have the “being watched” delusion too. I’ve just rationalized the belief as God and some of his angels being the ones watching 24/7, recording my thoughts and actions for entertainment purposes and for when I am judged in Heaven. I don’t believe they have any hard ties to governments on earth, so the government isn’t going to build a file of my controversial thoughts for thought crime punishment, or some other highly intrusive thing like that.
It’s the best I can do given my hallucinations.