When you´re a pensioner in receipt of a Spanish pension and you want to inform the Seguridad Social about a change of address and another bank account, as you´re moving abroad for example, you need to visit them in person. Bring valid ID and proof of your new address and/or bank account.
Same if you registered the S1 form to transfer your healthcare entitlement to the UK.
I´ve tried to find a way to do it online, but it appears that you can only change your address online, not bank details. Provided you have a digital certificate installed on your computer, or have a username/password to enter their electronic website.
Once on that page, you can scroll down to a button with ´Your Seguridad Social´ and when you click that, you can access ´tus datos´ at the top of the page. On there you can change telephone number as well.