Acho que o episódio ao qual você está se referindo é Batman's Waterloo
Aqui está uma descrição do enredo como dada pelo IMDB
Though Batman escapes his watery trap, Robin is left in the hands of King Tut. The deluded villain still believes that Lisa Carson is really Queen Cleopatra, and calls Lisa's father to demand a ransom of $8,300,487.12, the mortgage on the Pyramids. Using the Jolly Jackson radio show to communicate, Tut negotiates the terms of payment with Batman. However, the villain most likely intends to keep both the money and Lisa, and has further plans to fry the Caped Crusaders in his royal boiling oil. - Written by Twenty Penguins
EDITAR
Eu encontrei outro episódio que se encaixa na sua descrição, mas não menciona as pirâmides.
É o episódio Os enigmas estão chegando .
The Puzzler, a villain with a fondness for both Shakespeare and aviation, indicates he is after the fortunes of Artemus Knab. He convinces the billionaire to invest in his puzzle balloon business, but when the Dynamic Duo find that Knab seems too intelligent to fall for a phony scheme, they look deeper for the criminal's true intentions. Their search leads them to Knab's airplane monopoly, but unknown to them, the Puzzler has plans to halt their investigation - permanently. - Written by Twenty Penguins