First, I strongly recommend you to use units that are good for the size of your object. For example, the base of your pyramid is just 0,25x0,25 mm, and the rounded tip has an extemely tiny radius of 0,0023 mm, which is way too small for the tolerance you have (0,001 mm). If you truly need this small size, then it’s better to build the object 10 times bigger and once you complete it, use Scale 3-D to make it 10 times smaller to fit its target size.
Back on the modeling approach. I purposely made this video a bit slow to make it easier to see what I’m doing. I do this kind of shape for the first time, so there were a few mistakes, but overall it will give a better idea how to create the rounded pyramid. But keep in mind that this technique will result into 4 walls that are NOT flat. They are slightly rounded towards the tip, as you can see from the video, because they were supposed to smoothly blend with the rounded tip.
Note that at the 6:20 minute of the video I created a closed curve. There is an alternative way to create the 4 main walls by splitting that closed curve into 4 pieces via the straight lines that go towards the 4 corners of the base, then use “Loft” to make a lofted surface between each piece of the split curve and each flat edge of the base. It’s up to you.
Rounded pyramid.3dm (104.4 KB)