Privacy concerns in smart metering are one of the most discussed challenges encountered by introducing the smart grid. Several approaches to tackle this problem exist. One of these approaches is the usage of pseudonyms to protect the privacy of customers. Existing solutions to pseudonymous smart metering require a trusted third party to manage the pseudonyms and often neglect the risk of transmitting pseudonymized data through direct connections. This provides the data sink with a mapping from pseudonym to network address which can be used to break pseudonymization. In this paper, we propose a pseudonymous smart metering protocol that does not require a trusted third party. It provides authenticated but anonymous pseudonyms and solves the transmission problem by using a lightweight anonymity network based on a peer-to-peer overlay.