Sorry what I meant about altering the dose is that you can't cut a Utrogestan capsule and use a smaller dose if you wanted to like you can with Provera.
I haven't tried a conti routine with Provera yet, but I am planning on doing it this year sometime. The only thing that is stopping me is that I'm currently losing weight and because I know I can gain a bit of weight when I take the 5mg for 12 days, I'd rather wait a few more months before I try it. Currently I'm on a two monthly routine, so having a period every two months isn't bothering me, but it's certainly something I don't want to do for too much longer.
Like you, my plan is to try 2.5mg every day. If that doesn't work my other plan is to take 5mg for 21-25 days, similar to the conti Utrogestan routine.