I have worked in a non-EU country
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The Republic of Lithuania has also concluded bilateral international agreements on social security with Russia, Belarus, Ukraine, Moldova and Canada, regulating the granting and payment of pensions to recipients. Currently, an agreement is being negotiated with the USA.
If you are moving to Lithuania from Russia, having already received the pension granted by the aforementioned state, the payment of the pension in Russia will be terminated and your pension will be granted in Lithuania. If you have worked in Russia but are not yet recipient of the pension of Russian, Lithuania will include the employment record gained in Russia, granting the pension under Lithuanian law.
When a person moves to Lithuania from Canada, Moldova, Ukraine or Belarus, provided the pension has already been granted in the above mentioned countries, the payment of pension is continued by the respective countries.
Other states. For pensions paid by the states which are not under bilateral international agreement with Lithuania, individuals have to themselves acquire information from the appropriate institutions in the state where either one‘s pension was paid or where he/she worked and made social insurance contributions. Thereafter, questions regarding pension will be tackled by individual states in accordance to local law.
Source: "Sodra"