Pyramids work fine for me. I don't see how they wouldn't for you. What they do is to eliminate the culture penalties in any city of egyptian culture, i. e. the black and white faces. They do not eliminate all unrest.

It is quite normal that the egyptian cities revolt once in a while, but that is because of their unstoppable population growth and resulting squalor. The Nile valley has extremely high fertility, plus you have two corn resources in vicinity to each other. I never built any farm upgrades there when playing as Egypt but still they are hard to control. So I set taxes to very high and sometimes evacuate the governor and garrison to trigger a rebellion. This reduces population a bit, although sometimes it damages buildungs, too. Just reinstall order in the next turn so the city won't go rebel. At least that's what the Pharao in is divine wisdow would do.