Yeah smart to put gold in a pension as has inverse correlation to equities and bonds and thus a good diversification for the long term. Not sure if ETF's are the best way due to the charges - broker fees, stamp duty and most importantly annual charges of 0.5% per annum.
The annual charge is painful when compounded and invested for long term as pensions are, the annual charge really adds up. PMCP is safer (AAA rated) and more cost effective in long term than ETFs. ETFs best for speculation and short term punt short or long bit not for long term passive investor.