I have a small Dutch Old Age Pension for 10/40th of my work time; the other 30/40th is from U.K. I imagine there are many like me here and Brits in the EU. I declare all my pension - UK, Dutch and private and am taxed in U.K. on them due to a reciprocal arrangement where the Dutch know that the U.K. taxes me. I hope that there is no risk to such pensions with a hard or soft Brexit but will write to my Brexiteer MP for a response.
My older brother, aged 70, lives in Eire [he's a Brit in the EU] and receives his main UK works' pension and another smaller UK 'widower' pension via his UK Bank account. He doesn't think there will be any changes to that arrangement; but as you indicate jb, there must be some concern as to any unforseen changes that may follow from [especially] a hard Brexit.
I would check with the pension service. There was a report that UK residents in the EU may not be able to be paid. Yours is the reverse situation. The current state of affairs as far as I am aware is fluid. Who knows what is going to happen except that the |Brexiteers are burying their heads in the sand( politely described). The slogan is "Everything will be hunky dory" My son working in the EU has now taken up private health insurance in case the worse happens on top of the reciprocal arrangements we have at present.