Increasing evidence suggests that some immunotherapy dosing regimens for patients with advanced cancer could result in overtreatment. Given the high costs of these agents, and important implications for quality of life and toxicity, new approaches are needed to identify and reduce unnecessary treatment. Conventional two-arm non-inferiority designs are inefficient in this context because they require large numbers of patients to explore a single alternative to the standard of care. Here, we discuss the potential problem of overtreatment with anti-PD-1 directed agents in general and introduce REFINE-Lung (NCT05085028), a UK multicentre phase 3 study of reduced frequency pembrolizumab in advanced non-small-cell lung cancer. REFINE-Lung uses a novel multi-arm multi-stage response over continuous interventions (MAMS-ROCI) design to determine the optimal dose frequency of pembrolizumab. Along with a similarly designed basket study of patients with renal cancer and melanoma, REFINE-Lung and the MAMS-ROCI design could contribute to practice-changing advances in patient care and form a template for future immunotherapy optimisation studies across cancer types and indications. This new trial design is applicable to many new or existing agents for which optimisation of dose, frequency, or duration of therapy is desirable.