Yes, you can!    

If your beneficiary lives outside the UK, they may be considered a non-UK resident and a non-UK taxpayer.

This could mean they’ll have additional tax obligations on the pension payments in their country of residence, as well as  in the UK.    

However, if they live in a country with a double taxation agreement with the UK, they may be exempt from some or all UK taxes on the pension. HMRC provides information on these agreements, and it may be helpful to seek independent advice before nominating a beneficiary who lives abroad.