The rule of thumb they and their colleagues have discovered has been noted above. Pan is in the vocab of controllers of anglo influenced, trained or speaking nations, some european countries and areas like the Middle East with a strong core of ex-pat ATC staff. Anywhere else is a recipe for a baffled silence.
This is a much more accurate summary than the initial "PAN is only recognised in the UK" assertion.
I quite agree with those that believe you are wasting your breath uttering "PAN" in a country where English is a second language. That is a judgement call which can only be made with experience. I was not disputing that. I was pointing out that such calls will be understood in New Zealand and as Oz Expat has confirmed they will be understood both sides of the Tasman.
I get extremely pi$$ed off with pilots who use wishy-washy phrases like "we have a bit of a problem". You either have a Distress or an Urgency situation or you are just the next aircraft in the sequence.
[/Rant]
When dealing with Controllers whose English is challenged then I guess you use whatever technique you believe will get you the assistance you require.
Perhaps if you fly regularly through a particular piece of foreign airspace, you might want to ask the local pilots what phrase they use or what is the word for "emergency" in that language.
Maybe somebody could post a list here.
[Just a thought.]