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
I'm sure I got a choice - as Will, I chose my service pension, being larger than my Civil Service one. If you leave it to HMRC they will ask for a tax return every year to adjust things.
Also because my RAF pension was paid from an earlier age it made sense to allocate my tax free allowance to the pension, which, until age 55 was a constant.