If y’all can have withholding done on the amount of the pension coming in to the bank (some pensions give the option of splitting it, part to an IRA and part to the bank), then it reduces the taxable income and can get a refund of all the withholding.
For my own part I don’t get a pension. I’ve been a tax exempt Muni fund guy for decades. Got sick of paying big taxes in the 60’s and started saving toward a no-tax end. The only time in the past couple decades that I got knicked for a bit of tax was when I sold a property-—and done good.