Man I had to sweat a lot to create this railings in the pyramid or what? 
Mine was a bit a long process in creating the railing, I had to extrude both the edges from the ramp, and then again extrude the face that was created from the edge extrude both left and right to get this.
I followed a similar approach. I agree it was awkward and slow.
If you have tried Sketchup, that kind of extrusion is easy, because it supports drawing new faces on existing faces, which can then be extruded. No need to first destroy existing faces. Would be a good addition to Blender.
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pressing I to intrude should be your answer to this 
it was covered in a previous video. There are plenty of ways to do things in blender, if you can work out a better way to create the railing I suggest you use it, and show us how you do it 
I would probably use ‘ctrl R’ on the face of the ramp and cut the railings into it, then extrude them up like in the video. no need to delete the face that way.