Hi Matadem, the Blend command can be good for that.

First select the end faces:


And delete them, should look like this:


Then select a pair of edges:


And run the Construct > Blend command to make a blend surface between them:


Repeat for the other 3 pairs (one pair at a time so use the Blend command 4 separate times) and use Edit > Join to glue the surfaces together, see attached .3dm file.

- Michael