With Utrogestan the answer is a very definite 'yes'. My experience is that although in theory micronised progesterone is the same as the progesterone we make ourselves, in reality it is a very different experience and nothing like the one I had with my own progesterone prior to a period pre menopause. It seems that it is very easy to manufacture and replicate workable bio identical oestrogen but difficult to produce progesterone (bio identical or synthetic) in HRT preparations without side effects. This is probably because the dose is higher than you would have had with your own progesterone before a period pre menopause.
Because I am severely intolerant to all types of artificial progesterone, I sought advice from a hormone specialist who concluded (after a lot of questions) that I didn't produce much progesterone during my fertile years so in my case even 100mg Utrogestan used vaginally is a shock to the system - ditto the Mirena coil in menopause and particularly without adequate oestrogen backup.
I have never suffered from PMS and I don't now but high doses of artificial progesterone trigger silent migraines.
Can you adjust your progesterone dose at all?