The term 'Pieta Figure' refers to a type of sculpture depicting the Virgin MARY cradling the body of Jesus after his crucifixion. The crossword solution for this term is 'MARY, ' which is a four-letter word. MARY, also known as the Virgin MARY, is the mother of Jesus in Christianity and is often depicted in art and literature. The Pieta Figure is a representation of her grief and sorrow at the death of her son.