As an employer, I've seen both sides of this.
Janet is completely correct - unless you have a demonstrably perfect record, it's usually possible for someone to "find a reason" for why you got a poor performance assessment, got let go, etc.. That doesn't mean that's always what happens but, in this case, clearly TG folks are a target for discrimination.
That said, I've seen the other side too - when someone cries discrimination when they genuinely were crap at their work. Very few people would admit, or even realise, that they are doing a lousy job.
My advice is to keep detailed written records - minutes of conversations, copies of appraisal docs, emails, etc. so that you can better substantiate a claim of discrimination if it really happens.
In my experience, employers win tribunal cases when they can show documentary evidence of having followed the performance management processes (and, likewise, can easily lose a case on a technical procedure violation). Often, particularly where discrimination is concerned, this is a weak point, so if the employee keeps their own records it makes their position much stronger.
The worst case scenario is a "your word against theirs" because your only hope then is to catch them out on the procedure violation. As TG folks should be painfully aware of the discrimination risks, I think being proactive with record keeping would be a wise move. It might not help but it's better to have it and not need it, than need it and not have it.