I highly recommend the use of Blender to achieve what you want, once you start to understand the hotkeys it’s a great experience for creating things like these, especially compared to the system for creating unions.
Here is how I'd achieve this in Blender without the use of hotkeys
I quickly recreated a rough version of your model for this example:
- Select the Modifiers tab in the properties window.
- Add the Bevel modifier
The information in the properties window should now show properties of that modifier.
- Bevel segment value
Change the amount of segments you want to bevel to whatever you’d like, I chose four for this example. I recommend messing around with this to get the result you want, but of course be aware that setting it too high will create a high polygon model which would use significant memory.
- Smooth shading
For the result you want, I recommend changing the shading to smooth. To do this, navigate to Mesh > Faces > and scroll down until you see “Shade Smooth” select this and it should produce the result you want.
- Exporting the model
The model you now have should be what you wanted, to export this into Roblox I use this process.
Once you click on the FBX option, it should prompt you to save the FBX to your computer. Before you do this I recommend changing the scale of the mesh to 0.01 so that the model is not massive once imported into Roblox.
Once the scale has been set, click the “Export FBX” button and you should be ready to use your model in Roblox, using a MeshPart
If you have any questions regarding this I’d be happy to answer.