In order to fulfill the requirement you have, we need to do the following steps:
1. save the pzModalTemplate section to your ruleset with some name.
2. Open the application skin, select the type of control as Button from the drop-down and create a new format under My-Formats (Here, I have created a format as Strong). After that under Border configuration, give the specification as follows:
3. Open the button control for which you want to have round corner and in the parameters tab of that, give the ButtonStyle as your style configured in Application skin as shown below. In my case, the style is Strong for the pzModalButton.