Menstrual irregularity is a hallmark symptom of perimenopause whether women are on treatment or not.
However there is a school of thought that using sequential rather than continuous progestogen can result in a more regular bleeding pattern in those who are not yet menopausal - in my experience this often proves not to be the case but is worth trying if you are keen on continuing your current preparation.
There is also the hybrid option of taking the progestogen 25 out of 28 days with the intention of producing a more regular withdrawal bleed.
On the other hand there are multiple bleed free options that can make for a better quality of life.
If you are under 50, taking a combined oral contraceptive pill continuously i.e. active pills every day, no hormone free interval, can have you bleed free without the hormonal chaos of either untreated perimenopause or peri + conventional MHT, which is not strong enough to suppress your own ovarian function.
Alternatively you could choose either the mirena IUS or a continuous oral progestin at a suppressive dose such as desogestrel 150mcg or Slynd, plus your estrogen of choice.
Irregular bleeding only needs to be investigated if either you are clearly postmenopausal (i.e. 12 months with no natural menstruation in the absence of other causes such as birth control) and have newly started to bleed outwith the first 6 months of a change in hormone therapy, or if your cervical screening is overdue, if there are other symptoms such as pain or discharge, or risk factors for endometrial cancer such as obesity, diabetes, family history or previous disorders of ovulation resulting in infrequent periods over several years.