Please note that I'm not using Jekyll anymore, so this post might be outdated.
Jekyll comes with simple pagination which has only Newer and Older links. I wanted a little bit more, now pagination shows at least five pages, with current in the middle. On the larger screens there are also first and last page links. Newer and Older links are, of course, still there.
Check the gist with the code.
You can see it at the bottom of this website, or just check the screenshot below:
