One method is to overlap one steroid so your final week of the first is also the first week of your second steroid. It's also best to bridge with fast acting steroids so there isn't any lag time in between. One thing to watch out for is liver stress so choosing your steroids carefully is a must. A solid liver supp is definitely needed.
Example:
SD/SD/SD/SD
0 /. 0/ 0/ epi/epi/epi/epi
4th week of SD is for bridge. Epi has time to sart kicking in as the SD is dropped