I made a claim on critical illnes insurance 3 years ago. Now my company want to set up a company pension scheme with the same insurance company. The problem is that my company do not know about the illness and I don't want them to. Would I be best opting out of the pension scheme or would there be no risk that my employer could find out about my health problem from the insurance company?

I don't see any reason why your illness info would affect the pension plan. So there should be no reason for them to reveal this info to your company.