Oh, what a terrible time I had closing this wretched thing. I think I shall never attempt the like again, so miserable was my experience the first time around!
The problem is that it is very difficult to fully open the pockets of Open Frame Units which are already attached on one side, as the 45 blue units were. Unfortunately, the pocket of each unit needed to be flattened in order to fully insert the tab of an adjacent unit. Without flattening, the tabs have no way of getting past the internal angle made by the central crease! I ended up having to flatten pockets which were too rigid to flatten so that I could force tabs into them. This caused the hapless blue tabs to often crumple, misalign, or weaken to the point of flimsiness when glued.
The last units of each pyramid were so difficult to insert that I ended up simply mountain-folding those tabs in half in order to make them shorter and stuff them halfway. That cheat was only possible because of glue (which I was using anyway.)
The end result? Twelve closed pentagonal pyramids of middling-to-poor quality, though this escaped the notice of the casual observer as usual. I think that I was on the right track with my inside-out assembly technique, but there is probably a better way to finish things up than what I did.