You should ask HMRC but they still need to ensure you have the right tax code and are paying the right amount of tax, so it's probably easier just to fill it in as presumably there will only be a few entries- state pension income, any private/personal pension, any savings or other income. I'd also include a note saying you are no longer self employed and give a date from which your self employment ceased. HMRC may then decide that if your affairs are simple they won'y bother sending a form in future years