Although there are certain (and different) ways of doing it, the easiest would be to simply delete one of them (or actually you can even leave it there), then use the PushPull tool and simply push the leftover half to the other side. It will leave a curved surface behind - right what you'd like.
So the approach is not to do what you want if you cannot do it but use a technique that you can use just from a different point of view.
And welcome to SCF.