A generalist agent must continuously learn and adapt throughout its lifetime, achieving efficient forward transfer while minimizing catastrophic forgetting. Previous work within the dominant pretrain-then-finetune paradigm has explored parameter-efficient fine-tuning for single-task adaptation, effectively steering a frozen pretrained model with a small number of parameters. However, in the context of lifelong learning, these methods rely on the impractical assumption of a test-time task identifier and restrict knowledge sharing among isolated adapters. To address these limitations, we propose Dynamic Mixture of Progressive Parameter-Efficient Expert Library (DMPEL) for lifelong robot learning. DMPEL progressively builds a low-rank expert library and employs a lightweight router to dynamically combine experts into an end-to-end policy, enabling flexible and efficient lifelong forward transfer. Furthermore, by leveraging the modular structure of the fine-tuned parameters, we introduce expert coefficient replay, which guides the router to accurately retrieve frozen experts for previously encountered tasks. This technique mitigates forgetting while being significantly more storage- and computation-efficient than experience replay over the entire policy. Extensive experiments on the lifelong robot learning benchmark LIBERO demonstrate that our framework outperforms state-of-the-art lifelong learning methods in success rates during continual adaptation, while utilizing minimal trainable parameters and storage.