Another way of doing it is to cap the cone shaped part with planar surfaces and join to make a solid. Then use the projected curve to trim the curved surface, keeping both pieces. You can then extrude the cut piece of the surface to make another solid. If you fillet this it will make a cutter. Go back to the curved surface and delete the original trim edges. That will turn it back to a solid. You can then array the cutter in a circular array and use it to boolean difference the cone shape and create the indents.