Pillage, 21, is fresh from winning the second national ranking event of the season and was part of the historic men’s silver winning team at last year’s World Championships.
However, this will be just a third individual World Cup appearance as he continues his development in the sport.
Pillage will be joined by Romford’s Tom Toolis and Salfords’ Sam Curry in the men’s team heading to the Egyptian capital.
Bryson, meanwhile, joins Francesca Summers, Charlie Follett and Zoe Davison in the women’s squad.
Bryson finished second at the opening Pentathlon GB ranking competition in January and will be her making her third consecutive appearance at the Egyptian leg of the World Cup series.
The competition marks the first big step of a long and important 2019 season with Olympic qualifying officially starting on June 1stbefore a home European Championships takes place on British soil in August.
The National Lottery funded event, dubbed “Gladiators Return”, will see the best modern pentathletes from across Europe descend on the Roman Spa town and will run from August 6-11, 2019. As well as continental crowns, Tokyo Olympic qualifying places will be up for grabs making it one of the most important events of the season.
The World Cup competition in Cairo starts on Wednesday, February 27 and runs through to March 2.