I have them, and I know many other trans women who have them. They started for me at about the one year on HRT mark. The first one was a doozy, I felt like crap and people within ten miles of me were in peril! Now, they're manageable, but I get very horny just prior to them starting. Which is when I would be the most fertile! Stands to reason, and it coincides with what a cisgendered woman would experience. Mind you, I'm not young, and to start cycles was a surprise and then a puzzle.
I do NOT vary my dosage, my endocrinologist said to absolutely not do that. My cycles started on their own, and it was a sign, according to my doctor, that my adrenals and other glands had "feminized" and were starting to tell my body to do things to prepare for pregnancy and then un-prepare after the fertility time frame lapsed. It's utterly normal, and shows that the hormones are doing their job!
If you're cycling, congrats! I won't say enjoy it (oh, would that be crass), but it does show you are feminizing nicely.
This does bring up another question/thought. Do we, as trans women, experience menopause at some point down the path as we age?