LOL, generally yes, you need a DFAM to connect a DFAM to a Pyramid
Seriously though, I considered a DFAM until I looked at it’s architecture and realised it’s not so much a modular drum machine as it is a single OSC weird noise maker. Single square OSC, three decay envelopes (one for the osc, one for the filter and one for the amp), an LFO and a simple sequencer. I ended up starting my own modular drum machine, and now have a synth worth as much as my 2002 Mazada 6! With that in mind, I’d suggest sticking with your Model D and maybe putting your money into a Mother 32. I’d suggest the Neutron, but I’m not recommending any Behringer produces any more due to Uri trying to sue DSI/Sequential for saying he’s ethics are non-existent (well words to that effect). Also, the Mother 32 has an unbreakable sound; it’s immaculate! It’ll do everything you want a DFAM to do pretty much, plus way more.
Regarding integrating any of the above with your set-up, with MIDI and CV/Gate output on the Pyramid, you should have no troubles. If you understand MIDI basics, run with that to start with and then experiment plugging in the CV and Gate outputs into various patch points on your semi-modular synth.