This addon is bundled with Genie (get it heavily discounted)!
Concave Hull
These gifs use the operator from Genie but it's identical!Blender's fill operator is slow and horrible. Get better results in even less time.

The threshold parameter let's you control the surface reconstruction.

It even calculates quickly with large datasets:
Settings
- Threshold (float): Minimum threshold for geometry to be created.
- Grid Spacing (float): Distance between sample voxels.
- Connections (integer): Densifies the point cloud.
- Show Connected (boolean): Shows densification.