I think it will depend on your insurance, how much a pain it is. It sounds like a good idea to me to start with your psychiatrist though, see if he understands it and can help. Does he work with your T? Your T might know too and already have a doctor that signs off for insurance for her, etc.

I never bothered using my insurance for therapy since I was paying out of pocket and could afford it (especially after I got my job :-) I wasn't in the mood to jump through any hoops.