What do you mean exactly by formed? If what you refer to is what was going on in the early universe, there are several mechanisms that could give rise to WIMPZilla production.
For instance, the transition between the inflation phase and matter-dominated phase in the universe history could generate their gravitational production. Technical details can be found here.
Another option would be WIMPZilla production during the reheating phase of the universe history. After inflation, the universe warns up and a fraction of the available energy could be use to produce WIMPzillas. See here.
Does it answer your question?
Hey Lemouth, this definitely answers my question!
Your post has been made a few days ago but I can remember you mentioned that these particles are hard to detect. My question would be: Why? Is it not easier to detect an elephant instead of a mosquito?
And here it's godzilla ;-)
Cheers
Chapper
Dark matter direct detection rely on the interactions of dark matter with normal matter. Here, we have an elephant but very feebly interacting. Therefore, we can't see it because it just does not interact at all with the detector.