You can continue Pilates but you must be sure NOT to overdo the over-holding during exercise and when practicing outside classes as this can be counterproductive.
In classes make sure after you have done an exercise that you consciously fully release the pelvic floor before going on to the next exercise.
Pilates is a great way to progress your strength and co-ordination once you have mastered the basic techniques. There are some cases where we would advise to stop Pilates just for a short while and this would usually be where there is excessive tension that is not easily releasing.