Most commonly "to make progress" is followed by "in". You make progress in your journey towards something. For example, "I'm making good progress in French." I think you could probably use "on" in the same way, though it's possibly less common. [see these pages for examples: https://www.collinsdictionary.com/dictionary/english/progress; http://www.testyourenglish.net/english-online/subjects/prepphrase2.html]
You can also use "with" to speak more broadly about an area in which progress is being made. For example, "I'm making good progress with my French studies," or "Have you made much progress with those files I sent you?"
I'm not aware of people using "at". I've tried making a few sentences with it and it sounds clunky to me. I am British, though; perhaps it's used in other parts of the anglophone world and I'm not familiar with it.
I hope that helps.
November 15, 2017
Still haven’t found your answers?
Write down your questions and let the native speakers help you!