My son is on hydrocortisone and has had problems with sleeping.  His endocrinologist put him on Melatonin and he has been taking 6 mgs a night for almost a year.  I did not see this warning advice on the front "do not take together with corticosteroids" but am interested in hearing about it. I will ask and let you know.  As far as I am aware, it has caused no problems.