Arrays of self-assembled polystyrene spheres with various particle sizes have been used as a substrate to study the exchange bias effect along the out-of-plane direction of Pt/Co multilayers capped with IrMn layers. The evolution of the reversal process of the resulting magnetic nanocaps was investigated by magnetic force microscopy (MFM) and magnetic transmission x-ray microscopy (M-TXM). Tip-sample interaction-induced irreversible and reversible switching events have been observed during multiple scanning cycles in MFM imaging which are ascribed to the so-called training effect. During M-TXM imaging a drastic change in morphology has been found due to the x-ray exposure, leading to the formation of much larger spherical particles. Interestingly, these merged particles reveal again an exchange coupled single-domain magnetic cap with magnetic behaviour similar to magnetic films deposited directly on spheres of similar size.