I have personally used erythropoietin to treat anaemia associated with RA in a number of patients with good results. It is certainly worth trying. I tend to stop the treatment if there is no response within three months. One note of caution though. Sometimes the response is so dramatic, haemoglobin can shoot up sharply. Recently, I had a patient whose haemoglobin went up from 8g/dl to >15g/dl after a month treatment!
Treatment with erythropoietin in SLE and RA can be helpful; however, from a practical standpoint, they are rarely used. If there is significant anemia in lupus, my first thought would be to rule out an ongoing hemolytic process, or some other complication, like bleeding, CKD (chronic kidney disease), etc. If there is CKD, then, of course erythropoietin would be helpful,