Urgh! The nightmares! I don't have so many now, but when they do come, they are horrible.
I did find that taking time to unwind before bed, drinking a calming herbal tea (camomile, valerian or similar) and avoiding any exciting/stressful books or films in the evening helped but didn't get rid of them entirely. And I still get them occasionally even taking hormones, so if it's any comfort, there is no guarantee they would have vanished if you were on HRT.