I do it all the time without any issues.
It's not actually a period, it's a withdrawal bleed. The physiology of a natural period and a pill period are totally different. The pill works by suppressing ovulation so unlike a natural period the time that you are most likely to get pregnant if you are on the pill is straight after your 'period' because you have been off it for 7 days. The worst time to miss a pill is after your 'period' so skipping periods reduces your likelyhood of getting pregnant.
If you want to skip period reguarly you should get a script for a bi-phasel pill not a tri-phasal pill because if you skip on the tri-phasal you'll probably get spotting. You might even want to ask for a script for one of the new extended cycle varieties.

I posted an article a while ago (a long while ago lol) about skipping periods. From a scientific perspective women have never menstruated as much as modern women do, we probably menstruate about 3 times as much as our ancestors did. In the past frequent pregnancies and breast-feeding supressed periodssothe female body is probably not designed to bleed with the regularity that most of us do. Lots of issues like endo, anaemia, PMS etc can be avoided by avoiding periods.

You're already altering your cycle dramatically by supressing ovulation the only difference that skipping makes is that you cease to maintain the illusion that you have a natural cycle.

There's a longer article here.

Mind you I keep meaning to getting around to getting my mirena put back in. it was wonderful, no bleeds at all after the initial one just a shame it fell out. Stupid cervix!