Sorry Hurdity, but I disagree. I would respect the instructions that say “Do not take with foodâ€. The oral dosage has been worked out based on the bioavailability (i.e. the amount of drug that gets into your circulation and thus available to cause an effect) of the drug when taken on an empty stomach.
If taken with food, the bioavailability increases two-fold. Utrogestan, like most medications, comes with risks. If you are regularly taking it with food, you are putting yourself at increased risk of adverse effects. I'm sure the occasional dose with food is ok, but I wouldn't do it regularly.