Be aware that it may or may not actually help. I'm genetically female, had normal hormone levels before starting T, and I had the most horrible oily skin (it somehow managed to be oily, sensitive, flaky, and dry all at the same time). but if the other women in your family have nice skin, you should too after enough time on HRT. (In my family, it's the guys who have the good skin)
If your skin isn't too sensitive, you can exfoliate regularly. After exfoliating, moisturize with a generous amount of an oil-free moisturizer. Moisturizing oily skin is counterintuitive but it's actually really important - if your skin gets too dry, it starts producing excess oil in an attempt to moisturize itself. Using an oil-free moisturizer regularly over time can help prevent that, although it might seem to make the problem worse in the first few weeks.
And I find that if I apply benzoyl peroxide (OTC acne medication) in a thin layer after my skin gets oily (don't use this stuff on freshly cleaned/exfoliated skin, it burns like crazy and you'll turn bright red and peel), it tends to reduce the oiliness and keep it from coming back for quite a long time.