This plugin adds a filter function pagination that returns a list of numbers from 1 to n and abbreviated with 0 if too long.

Enable the plugin in your pelicanconf.py:

PLUGINS = [ 'pagination' ]

Use the filter in a theme as follows:

<ul>
{% for cpage articles_paginator.num_pages | pagination(articles_page.number) %}
  <li>
  {% if cpage != 0 %}
    <a href="{{ articles_paginator.page(cpage).url }}">{{ cpage }}</a>
  {% else %}
    <span>...</span>
  {% endif %}
  </li>
{% endfor %}
</ul>

The filter function is a modified version of the original in this stackexchange answer.