Full color micro-displays with a pixel pitch below 10 µm are needed for augmented and virtual reality applications. In the native emission approach, high efficiency Red-Green-Blue (RGB) pixels should be reached using monolithically integrated InGaN based micro-LEDs. We report here the growth of high optical quality RGB InGaN/InGaN quantum wells grown on InGaN nanopyramids of diameter less than 1 µm by metal organic vapour phase epitaxy (MOVPE). The nanopyramids are obtained by nanoselective area growth using an in situ patterned epitaxial graphene on SiC as an embedded mask. RGB emissions are measured at different locations on the sample and depend on the size of the InGaN nanopyramids. Advanced correlative analysis conducted on the same transmission electron microscopy lamella reveal an at least fully relaxed In0.13Ga0.87N core and very regular quantum wells emitting in the red range (620 nm) along the pyramid sidewalls with an In content up to 40%.