Hi telnoi - normally you would use Fillet for that, but in this case the structure of the object is interfering with the filleting.
Filleting is a somewhat cranky function, the more unnecessary edges and pieces that you have in a model will tend to make fillet failures more likely.
In this case you've ended up with each face being made up of 4 different fragments instead of one big surface - that fragmentation is not good for filleting.
It looks like this was made with the sweeping method? When you set that up, I would recommend mirroring the curves and then joining the 2 halves together and actually delete the point where they join to make one single long smooth segment, instead of 2 segments. That will help to make larger single sheets in the final result. I'll see if I can make an example.
- Michael
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