When Chthonian Nightmare enters the battlefield, it triggers, causing you to get EEE.
Activate Chthonian Nightmare by paying EEE, sacrificing another creature and returning Chthonian Nightmare from the battlefield to your hand.
When the creature dies, Pitiless Plunderer triggers, creating a Treasure token.
Resolve the Chthonian Nightmare ability, returning Wriggling Grub from your graveyard to the battlefield.
Activate Umbral Collar Zealot by sacrificing Wriggling Grub.
When Wriggling Grub dies, it and Pitiless Plunderer trigger.
Resolve the Wriggling Grub trigger, creating two 1/1 Worm creature tokens.
Resolve the Pitiless Plunderer trigger, creating a Treasure token.
Resolve the Umbral Collar Zealot ability.
Activate the Treasures by tapping and sacrificing them, adding 1.
Repeat.
This vicious loop turns the recursion engine of Chthonian Nightmare into a permanent value-generating machine by recycling its own energy cost. As you sacrifice creatures to fund the enchantment's return to your hand, Pitiless Plunderer and Wriggling Grub work in tandem to flood your board with Treasure and Worm tokens whenever anything hits the graveyard. Meanwhile, Umbral Collar Zealot provides an alternative sacrifice outlet to churn through your deck with surveil while feeding the death triggers. With the mana generated by cracking your newly minted Treasures, you can endlessly replay Chthonian Nightmare and recast your threats, reaping boundless energy and resources along the way.