OK when we get an option/select combination like this Gaia will automatically wrap it and show it in the system frame when it becomes active. The option tags are never shown in the Clock app themselves.
If you look at this test you will see how we are doing it already. you just need to copy this:
https://github.com/mozilla/gaia-ui-tests/blob/master/gaiatest/tests/test_ftu.py#L135