Smooth corners of a cylinder / join the meshes

[juaxix]

For this:

you mentioned:
"Note that this example does not join the meshes where the lines meet at the corners. I'm planning on providing an example for that later on, both in the form of a quick method (rotated cross sections that skew the cylinder) and a more expensive method that looks correct (projecting a circle on a plane defined by the angle where the lines meet)."
can you explain a little bit how to do this? thanks