If you are a UK resident, then all your overseas earnings have to be reported on your self assessment tax return.
If you have paid tax on these abroad, then under the double taxation treaty with the EU country, you will not be double taxed on the same income in the UK.
You will simply report these pension earnings and tax paid on it in your "Foreign income" section of the SA tax return and check the Box for Foreign tax credit releif FTCR.
The HMRC will then assess your taxes under double taxation and either provide you full tax relief or ask for some dues.