”Hålla på” is a vague verb meaning roughly to be occupied with something, and it’s usually created with the preposition med. Often we use this verb to show an extended action, like the English -ing-forms, since we lack the distinction:
- Jag höll på (med) att baka, när hon kom hem. (I was baking, when she came home.)
It’s also often used on its own in sentences like these:
- Vad håller du på med? (What are you up to?)
”Hålla på” can therefore mean ”to do” on its own, and you don’t need to complement it with ”göra”. Your sentence is also grammatically correct however.