There was some disussion about this about three months ago. A search might give more info. I'm not an approach controller but I am a CPL/IR and I think that you have been doing the right thing. In an attempt to stop you intercepting the glideslope from above or at least to stop you getting high whilst trying to intercept the localiser you are given descent to, in this case, 2500 ft. The rest of the descent comes when you have intercepted both glideslope and localiser.
The alternative is the following:
"XXX turn left heading 230, report established on the localiser"
"XXX is localiser established"
"XXX descend on the ILS".
The method you describe is far shorter but might not be standard phraseology. The point is to stop you descending too low before you are protected by the ILS or before you are within agreed noise areas.