Often, problems with paying foreign banks are a question of misunderstanding. If one asks a UK provider to pay into a French account, they may reply ‘no’, the reason being that the UK provider is not responsible for doing currency exchanges. If, however, one simply gives a French account details as the account to which the transfer from the UK should be made, this is accepted, and the currency exchange happens automatically in the process of the bank transfer.
You should note that it is accepted procedure that French banks do not charge for the receipt of regular pension amounts from overseas.