Hydrodynamic interactions (HIs), namely, solvent-mediated long-range interactions between dispersed particles, play a crucial role in the assembly and dynamics of many active systems, from swimming bacteria to swarms of propelling microrobots. We experimentally demonstrate the emergence of long-living hydrodynamic bound states between model microswimmers at low Reynolds numbers. A rotating magnetic field forces colloidal hematite microparticles to translate at a constant and frequency-tunable speed close to a bounding plane in a viscous fluid. At high driving frequency, HIs dominate over magnetic dipolar ones, and close propelling particles couple into bound states by adjusting their translational speed to optimize the transport of the pair. The physical system is described by considering the HIs with the boundary surface and the effect of gravity, providing an excellent agreement with the experimental data for all the range of parameters explored. Moreover, we show that in dense suspensions, these bound states can be extended to one-dimensional arrays of particles assembled by the sole HIs. Our results manifest the importance of the boundary surface in the interaction and dynamics of confined propelling microswimmers.