Yes, you can just stop - although in your place I'd be temped to simply use one pump of gel per day(if that is what you are using for oestrogen) until you see the GP and then ask the GP for a different progesterone e.g. Provera to use in a sequential regime. HRT doesn't suit everyone and Utrogestan can be difficult for some women giving more side effects than benefits. Taking Utrogestan continuously can be particularly difficult and many women use it sequential and also vaginally to reduce side effects. I suspect you are still struggling with the Utrogestan withdrawal side effects.
It's not a good idea to start with a continuous HRT regime anyway and if you are post menopause and starting HRT from a low oestrogen base line then it can take some time for the body to adjust.
If you should want try HRT again, I would suggest you try starting off with Oestrogel alone for 4-6 weeks and build the dose with one pump per day for 4 weeks and only increase if sweats etc don't improve. As Utrogestan didn't suit you perhaps try Provera for 10-12 days each month - this will result in a withdrawal bleed but this can often be better than using progesterone daily. Using any progesterone constantly can be more problematic than sticking with the sequential regime, even into post menopause, as it can easier tolerate this way.
Why are you trying HRT? What symptoms are you wanting to control? DG x