Hi Paulo,
Unfortunately, HMRC cannot convert your repayment into another currency, or transfer it abroad, as doing so may incur fees.
You could open a new UK bank or UK building society account that will accept the cheque, or we can send a replacement cheque to a nominee you appoint - we can send a replacement cheque to this nominee if they have a UK bank account.
If you live overseas, you can find more information here:
Get your Income Tax right if you're leaving the UK (P85)
Thank you.