For Spanish people who have worked in the UK, it's quite hard to stop the Spanish SS from doing just that. I've known people get very upset at them for sugesting it as they wanted their UK pension left alone. Wonder if they still feel that way?
Assuming there is no difference for EU nationals, then you should have no problems going to you local Seguridad Social office and starting the ball rolling.
Might be better to start with the UK Pension Service on:
International Pension Centre contact details
Phone +44 191 218 7777
8am to 8pm (GMT), Monday to Friday
They at least would be able to tell you if they have a problem with it.
Might as well start at the point of least resistance
Hope this helps.