I agree re the exercise! Keep it up and especially Pilates.
However rather than supplements you should first look at your diet and make sure you are getting enough of all food groups as most of us should get most of what we need re nutrients, vitamins, minerals etc from the food we eat. Supplements cannot replace a good diet!
If you need any advice about diet then we can help but basically lots of fresh fruit and veg, fish (inc oily fish), pulses, beans, nuts, no processed foods, low fat, whole grain carbs, low alcohol etc.
If you haven't had enough sun or been outdoors much this year then you might run low on Vit D and even if you have perhaps take some eg cod liver oil after Chritsmas ( I take it about 3 times a fortnight after Xmas and a liquid iron tonic once a week when I remember!).
Residual aches and pains may well be due to your declining hormones so don't rule out HRT if you don't experience an improvement after making changes to your diet (if you need to) and exercise routine or Vit D/Iron supplements if you think you need them.
Also have you been to your doc re the aches and paimns - it is important to rule out other causes and now is the time to have a good background blood tests to check everything. Aches and pains after exercise can indicate sub-optimal thyroid as well as low testosterone or oestrogen so please mention this to the doc and push for a full blood count as well as vits and thyroid function if you can! I got very bad aches and pains after exercise. I've been taking HRT for 11 + years but turned out I needed testosterone and I got this prescribed off licence. The doc wanted to refer me for fibromyalgia but I was having none of it. I am hugely improved now - but first thing with hormones repalcement is to get your oestrogen levels up. if you are having hot flushes then your doc should be able to prescribe if you want to go down this route.
Hurdity x