Most iron within well water, will be dissolved in the water (aka: clear water iron, ferrous iron) which a sediment filter will not remove. Iron in a ferrous state may be removed by a softener by sticking to and collecting on the surface of the softener's plastic resin beads. Over time, the buildup will foul the resin and will impair the resin's ability to remove hardness ions, so resin cleaning is essential when there is iron present.
To remove iron using a sediment filter, requires converting the ferrous iron to a ferric state, which is commonly performed by oxidizing the ferrous iron using an oxidant such as oxygen from air, chlorine, ozone, hydrogen peroxide or Pot perm. Ferric iron will be visible in the water, and will commonly precipitate out from the water as rust sludge.
You didn't specify if your 'new' configuration includes any means seperate from a softener to remove iron. You didn't provide a lab report for the raw well water so as to know if the water contains other elements such as manganese that will also build-up on the resin.
Resin cleaners are acids which are utilized to dissolve iron and manganese from the resin surface, so it would be also desirable to know your water pH since a pH below 7.0 will be acidic which depending on the level, may reduce the frequency of resin cleaning required.