Molly, many women who still have periods take continuous HRT for a variety of reasons. I do, because I have endo, and continuous HRT is recommended for women with endo as it keeps the endo suppressed. Other women just feel better with progesterone every day and stable hormones instead of massive fluctuations.
The only downside to continuous if you are peri, is you will probably get breakthrough bleeding and your cycle still happening underneath. But if you don't mind that, then you could for sure give it a go.
The other option is to stick with sequential but to use it vaginally - because you can halve the dose if you use it vaginally as it gets nearer where it needs to be. (This is a protocol covered by the Newson clinic if you wanted to look that up.) So rather than 200mg a night orally for half the month, you could use 100mg vaginally for half the month. And using it vaginally in itself will mean that less progesterone gets absorbed systemically, so it shouldn't affect you as much for that reason either.