My understanding from the UK-Thai double taxation agreement is thus.
If you have a government service pension,(ie civil service, armed forces, teacher etc.), they are explicitly non taxable in Thailand.
Old age pensions and private pensions are taxable in Thailand. Any tax paid on these pensions in the UK can be used to offset any Thai tax liabilities. You are also entitled to Thai tax deductions for,among others, health insurance premiums, children's education costs etc.. The qualifying days spent in Thailand under UK - Thai double taxation agreements are 183 days.
If you bring in an exempt pension you would have to prove that it is indeed an exempt pension. ( wise transfers may be a problem in this regard)