You need to seek back to the beginning of the file after writing the initial in memory file...

myio.seek(0)

shutil has a utility that will write the file efficiently. It copies in chunks, defaulting to 16K. Any multiple of 4K chunks should be a good cross platform number. I chose 131072 rather arbitrarily because really the file is written to the OS cache in RAM before going to disk and the chunk size isn't that big of a deal.

import shutil

myBytesIOObj.seek(0)
with open('myfile.ext', 'wb') as f:
    shutil.copyfileobj(myBytesIOObj, f, length=131072)

BTW, there was no need to close the file object at the end. with defines a scope, and the file object is defined inside that scope. The file handle is therefore closed automatically on exit from the with block.

IIUC you can try to make your own IO class:

import io
import pickle


class MyIO(io.IOBase):
    def __init__(self, buf):
        self.buf = memoryview(buf)
        self.position = 0

    def write(self, b):
        start = self.position
        n = len(b)
        end = start + n
        self.buf[start: end] = b
        self.position = end


a = bytearray(1024)
with MyIO(a) as f:
    obj = [1, 2, 3]
    pickle.dump(obj, f)

print(a)

Prints:

bytearray(b'\x80\x04\x95\x0b\x00\x00\x00\x00\x00\x00\x00]\x94(K\x01K\x02K\x03e.\x00\x00\x00  ...