In fact, it's pretty easy. Just build the pyramid, hold the top stone tight and tilt until all dice but the ones on the edges fall out. Release (carefully)... Voila. No glue needed, no strings attatched. Just the good old keystone principle. Beautiful pic, however.
I'd never (never!) put superglue onto one of my holy games... (not even "mean-and-average-glue"!)
Just as posted above, it's quite easy to establish if you keep the pressure on the topmost dice. (BTW, the idea for this comes -as far as I know- from Friedhelm Adam, the owner of Adam-spielt.de(*). Kudos to him!)
Couldn't you also build the pyramid upside-down in the corner of a large box, but the base on, and carefully turn the whole thing upside-down and then lift the box off?
