Does a theory exist for the formation of thylakoid structure?
I think I found a reference.  Most of these papers are behind paywalls - its a pretty obscure topic in biology, though not because it isn't interesting...

For those not familiar with the question, the thylakoid membranes are an organelle structure in the chloroplast, which contains all the photosynthetic machinery in the plant cell.  The chloroplast is though to be a symbiotic cyanobacterium captured to make eukaryotic plants.  Like mitochondria, the chloroplast maintains its own chromosome and some ribosomal machinery. 

The stack (grana) and extended (stromal lamallae) structures of the thylakoid no doubt help optimize light/energy capture by distributing the light gathering proteins in an advantageous way.  It was previously believed that the electrostatic charge of the thylakoid membrane helped make the stacks, but this Trends in Plant Science review article (Allen and Forsberg, 2001) discusses how the distribution of photosystem (PS) I and II are more concentrated in the stroma and grana respectively.  

They put forth that Light Harvesting complex II (LHC II), which gathers photons for PSII tends to cluster in a trans fashion - forming contacts with LHCII in membranes above it, specifically forming the grana stacks enriched in PSII.