Not aware you'll get a choice. HMRC will just lump it all together, take off the tax free allowance and deduct tax at 20% on the next £37,699 above the TFA and 40% above that
Income Tax rates and Personal Allowances : Current rates and allowances - GOV.UK (www.gov.uk).
I don't know if a service pension is taxed at source but the standard old age pension isn't so you'll end up having to fill in a tax return which HMRC will use to correct anything not captured as PAYE.