Both Tkinter and Pygame have their own event loops, so doing what you want is far from simple. The problem is that Pygame wants to control both the screen and the events the user feeds into the computer. This doesn't work well with GUI libraries, which also want to be "in control".
I would suggest sticking with Pygame, it has some nice GUI toolkits that will help you create buttons and other controls. Go over this page - it should clear things out. You may also find this discussion useful.
Apart from the practical aspects, a GUI created with Pygame is also IMHO more suitable for a game than something done with Tkinter, since games usually have original, thematical user interfaces and not the bland "text box + button" windows we're used to in other applications.
Take a look at some of the sample games on the Pygame wiki, many have GUIs and you can borrow ideas and code from them.
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