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 learn a low-rank expert library and employs a lightweight router to dynamically combine experts into an end-to-end policy, facilitating flexible behavior during lifelong adaptation. Moreover, by leveraging the modular structure of the fine-tuned parameters, we introduce coefficient replay to guide the router in accurately retrieving frozen experts for previously encountered tasks, thereby mitigating catastrophic forgetting. This method is significantly more storage- and computationally-efficient than applying demonstration replay to the entire policy. Extensive experiments on the lifelong manipulation benchmark LIBERO demonstrate that our framework outperforms state-of-the-art lifelong learning methods in success rates across continual adaptation, while utilizing minimal trainable parameters and storage.