Yes, with a HRT FET you have to stay on progesterone (and oestrogen, I think) until 12 weeks because your body isn't producing any on its own at first, so you have to stay on them until the placenta is well and truly producing enough. I was offered clomid for my first natural FET (I declined because I had awful s/e on clomid), although that can thin your lining, so probably not a good option for you under the circumstances. If you go for the natural cycle, I'd probably ask about starting the monitoring earlier so that you have a bit more time to try to improve the lining if it's thin again. By the time you found out this time there wasn't much time to try to fix it.