I would say get the bloodwork done... That's strange that your Dr said that before you got any blood work, although they won't hurt you if you take them. I'm on progesterone pills because my levels were low and I'm 7w2d along :) Goodluck on your pregnancy!!
I agree with the above poster...i got put on the progesterone gel after checkong my levels 2 times and am 6w 4d...good luck and congrats!
As boswifey says, it won't hurt to take progesterone, whether or not the doctor tested your levels. Did he know that low progesterone was the problem in the past? Maybe that is why he didn't test. (Are you certain no test was done?) Anyway, ask him to test your levels the next time you are in, but take the progesterone in the meantime. If you need it, it will help, but more importantly, it won't hurt even if you didn't need it.