James Richardson's body was found near Forteviot on 12 July.
The Police Investigation and Review Commissioner (Pirc) has launched an inquiry.
Its investigation will focus on the initial police response following a report of concern made about the 29-year-old's welfare.
Mr Richardson, who was from Wishaw, North Lanarkshire, was last seen getting off a bus which left T in the Park on 11 July.
Police said last week that his death was not suspicious.
Officers have carried out searches on the side of the A9 dual carriageway between Auchterarder and Perth as part of the investigation.
A section of the northbound carriageway on the Cairney Braes, between the Dunning and Forteviot junctions, was shut on Monday night.
Police vehicles were parked at the end of the coned-off section as officers scoured undergrowth at the side of the road.
A Tayside Division spokeswoman said: "Police Scotland acknowledges the Pirc investigation into the initial police response following a report of concern made about James Richardson's welfare in the Forteviot area of Perthshire.
"We will co-operate fully with the investigation and will address any recommendations which may be made."
Police have carried out roadside searches as part of an investigation into the discovery of a missing man's body in Perthshire.