Pyramid triangles
 

Is there an easy way to do pyramid triangles other than piecing them separately? Like a paper piecing pattern maybe? Or something like Thangles but not half square triangles? I'm a little worried about getting the intersections to meet up just right.

You could easily create your own PP/Thangles for the size and shape that you want.
Just draw it out on graph paper. Remember to add your outside seam allowance.
Then make one copy to test it out.
Once you are sure it's precise, then photocopy to your ♥'s content.

Here you go: This is how I do it-
http://www.pacinfo.com/~hallock/triangles.html

Make all the rows before sewing the rows together. I draw the 1/4" seam line on the back of the triangle rows, then match up the seams by putting a pin through the back of one straight through to the point of the triangle on the other row- on that drawn seam line. Seems like a lot of work to some, but it does work. Then I iron the rows out by using Eleanor Burns method shown on her free Merry Go Round (pinwheel) quilt pattern from this site. It is on page 3, #6.
http://www.quiltinaday.com/freepattern/