Here's the passage; it was posted on an earlier page in the thread as well:
Now they had the circular relationship: little maker to pre-spice mass; little maker to shai-hulud; shai-hulud to scatter the spice upon which fed microscopic creatures called sand plankton; the sand plankton, food for shai-hulud, growing, burrowing, becoming little makers.
"The sand plankton...growing, burrowing, becoming little makers [=sandtrout]." FH doesn't say specifically where the sand plankton come from. He doesn't tell us much more about them at all, in fact. (Four occurrences only in all six books.) The above passage tells us that they eat the spice (when it is not harvested by humans, of course), and that they themselves are eaten by the adult worms. And that they "grow, burrow, and become" sandtrout. If they are not larval/immature sandtrout, then what are they?
Other than a passage in
Messiah about the worms needing a "bit of Arrakis—sand plankton, Little Makers and all" to be successfully transplanted elsewhere, the only other mention of the little critters is in
Dune, also in the "Ecology Appendix":
At the desert edge of the plantings, the sand plankton is being poisoned through interaction with the new forms of life. The reason: protein incompatibility. Poisonous water was forming there which the Arrakis life would not touch. A barren zone surrounded the plantings and even shai-hulud would not invade it.
(Note that the bit about "poisonous water" is odd. Wouldn't that imply that there might be planets where transplanting the sandtrout wouldn't work, where the water wouldn't agree with them?!)
But Lisan is right about there needing to be an ultimate energy source for the system. On Earth it's mostly the Sun, either directly (for plants through photosynthesis) or indirectly (for herbivores through eating plants, for carnivores through eating herbivores, or for omnivores...through eating everybody else).
But there are also those deep sea thermal vents with the tube worms and albino lobsters (as featured in
DaPinchy Cold?) that have nothing to do with the Sun or photosynthetic plants. (And which inspired Hechtel to propose her version of sulfur-vent-sucking sandtrout.)
Maybe, as immature sandtrout, the sand plankton absorb light or heat from the Arrakeen Sun? We know they eat spice, which is naturally going to be on the surface. Hard to say. Frank didn't, probably because he hadn't worked anything out for it. After all, this is all backdrop, not the main focus of the story.
Anyway, I think of the Arrakeen sandworms—as a super organism encompassing the sand plankton, sandtrout, and adult worms—as "biosphere killers". As soon as they get a foothold on a planet, every other form of life is basically dust. Their evolution presents as a chicken-egg paradox: you can't have sandworms without sandtrout; but why would sandtrout work to encapsulate water and dessicate the environment without the potential of the worms? Or did the worms evolve later, in a variation of Crysknife's suggestion. (The sandtrout kill off the biosphere...leaving only sandtrout...which then somehow evolve to create the worms. Again, the real-world problem is why would they take that particular form? What would pressure them to because enormous worm-like organisms? Where is the survival advantage?)

"Let the dead give water to the dead. As for me, it's NO MORE FUCKING TEARS!"