The Greek bank requires this information in order to send my pension to me as before.
Then you must supply your Greek bank with the information they require which appears to be your clearance with the Greek tax authorities. You can explain to them that as your world wide income is below 10.6K [the UK personal allowance] you have no UK tax liability, if that is indeed the case, and, like the majority of UK residents, make no UK self assessment tax return.
I am sorry not to be able to be of greater assistance in this matter, but it appears to be a requirement of your Greek bank who themselves maybe have problems with the Greek tax authorities. Under the Double Tax Convention between the UK and Greece an income stream cannot be taxed in both jurisdictions and any tax deducted in Greece is allowed as a tax credit against any UK liability. If, however, you are, as you appear to be, below the UK tax levels then this is as much use to you as the proverbial sick headache and regrettably any Greek tax deducted is money sunk and lost. Unless, of course, you can persuade the Greek authorities that no tax should be deducted.