Members of the Fire Brigades Union (FBU) in England and Wales walked out for four hours, with the threat of further industrial action if the row is not resolved.
The union said its members in Scotland will be balloted over the next week on proposals from the Scottish Government described as "credible improvements" even though they did not satisfactorily address its concerns.
A statement from the FBU's executive said: "FBU members in Scotland have the democratic right to consider and decide upon the response to the proposals made to them.
"We acknowledge the credible improvements in the Scottish Government's revised proposals but also draw attention to the fact that they do not satisfactorily address our concerns about the future sustainability and affordability of firefighter pension schemes.
"Whatever the outcome of the consultation with FBU members in Scotland, the Executive Council remains fully committed to leading the campaign for appropriate occupational pension provisions fit for firefighters throughout the UK."
The consultative ballot will run until October 8.