Quick update based on another post (https://discourse.vtk.org/t/python-seg-fault/3353).
If I do
my_poly.EditableOn()
my_poly.BuildLinks()
point_n = my_poly.GetNumberOfPoints()
my_poly.DeleteCell(point_n - 2)
my_poly.DeletePoint(point_n - 1)
my_poly.Modified()
I get no error, but the polydata is not modified. I tried also with Update() but it rises an error.
Thanks again!