Retirement and taxation

Hi everyone,
I would welcome any information on the following:-

When retiring to Tenerife (Spain) with no income in Spain and only pensions and savings interest in the UK must we:-

a. notify HRMC of the move ?
b. complete tax returns in Tenerife (where we will have no income ?

To us it seems that we pay tax on pensions and savings interest at source (through Taxcodes) do we really need to now ask for these to be paid gross and then pay the tax to the Spanish government?

Many thanks, any information gratefully received.