Grub said to come up hot! (5)
I believe the answer is:
larva
'grub' is the definition.
(thesaurus)
I cannot understand how the rest of the clue works.
Can you help me to learn more?
(Other definitions for larva that I've seen before include "Tadpole or caterpillar, say" , "Caterpillar perhaps" , "Immature stage of an insect" , "Maggots" , "Immature form of (insect) development" .)