What about the pagans who were living at the time of Jesus Christ?
What specifically are you asking?
If a pagan living in 25 AD was in a state of grace via implicit faith, would that individual have fallen from grace on the Day of Pentecost?
Would the following apply to your question:
Certainly we must hold it as of faith that no one can be saved outside the apostolic Roman Church, that this is the only Ark of salvation, and that the one who does not enter it is going to perish in the deluge. But, nevertheless, we must likewise hold it as certain that those who labor in ignorance of the true religion, if that [ignorance] be invincible, will never be charged with any guilt on this account before the eyes of the Lord. Now, who is there who would arrogate to himself the power to indicate the extent of such [invincible] ignorance according to the nature and the variety of peoples, regions, talents, and so many other things? For really when, loosed from these bodily bonds, we see God as He is, we shall certainly understand with what intimate and beautiful a connection the divine mercy and justice are joined together. But, while we live on earth, weighed down by this mortal body that darkens the mind, let us hold most firmly, from Catholic doctrine, that there is one God, one faith, one baptism. It is wrong to push our inquiries further than this. (SINGULARI QUADAM, Pope Pius IX)
The person who is invincibly ignorant of the true religion, and who sedulously obeys the natural law, lives an honest and upright life, and is prepared to obey God, can be saved through the workings of divine light and grace. (Father Fenton)
You answer the questions:
Was he invincibly ignorant of the true religion?
Did he persevere in obeying the natural law?
Did he live an honest and upright life?
Was he prepared to obey God?
If the Pagan did all these things it was possible for him to be saved. If not it was not possible.