Problem with bathroom lights?

We have 4 spot lights in our bathroom. When you switch the lights on, only one of the lights comes on. It used to be the case that the others would follow maybe 5 or 10 minutes after, but now only the one light comes on.
I have checked to see if there is any loose wiring which does not seem to be the case. I have noticed that there is a ring CT-65 transformer, could that be the problem?

Phil Hogan
July 2012