If you are going to get a monthly pension keep some aside! At the end of your first Australian tax year, you may have to pay some tax on it. The amount depends on which tax bracket it will sit in and if you have stopped paying tax to the UK. 

Have it put aside incase your tax refund isn’t sufficient to cover it. If it is, then the money you put aside can be added to your first refund to spend/invest/holiday with.

After your first tax year, ATO will get in touch and a provide a weirdly excessive invoice for how much you have to pay quarterly. In advance! 

I put enough of my pension aside every month to meet the ATO’s quarterly bill. End of the tax year I get a lot of what I paid back by reducing my ADF taxable pay through methods I will cover in other areas.