Will this bounce work?
Your combo will not work for two reasons.

Cloudstone Curio never triggers.

Cloudstone Curio triggers when a nonartifact permanent enters the battlefield. Pierce Strider is an artifact, and so it will not cause Cloudstone Curio to trigger.

You must choose another permanent.

Cloudstone Curio says you may return another permanent. "Another" in this case means "not the thing that caused the trigger".