Cazatou,
I am in receipt of an RAF Pension and the Inland Revenue have just agreed to permit "Paymaster" to pay it gross to me. However, it has to be declared at the end of the Tax Year to the New Zealand IRD and at that point I pay the tax on it.
But in the meantime its a nice little earner
Certainly commuting makes sense as it reduces the ongoing tax burden to me particularly as NZ Tax ends up as more than UK Tax for the same salary/pension combination.
(BTW for NZ read any country with a dual taxation agreement)