New mind fragments can control up to $0.0664\, \mathrm {m^3}$ of material (thats about human sized) and each century they can grow between 20% and 30% larger (volume).
A new mind fragment starts anchored to a $0.1\, \mathrm{m^3}$ of suitable material at a temperature of 450°C. The alien mind requires a bare minimum of 1220 watts of energy, but 1500W is the recomended minimum. The energy requirements of the brain increase by an average of 20% every 50 years. New mind fragments can borrow energy from their 'parent' if needed. Assume that their methods of gathering energy from the sun/ambient heat are only 1%1% (see Edit below) efficient.
Each immortal alien needs enough room to gather energy for itself and to defend its energy gathering area. More power is better young immortals will need to defend their mineral deposites and collection areas from older immortals that want more energy and 'real estate'. For the sake of the question, energy is in demand.
Would the Sqare-Cube law prevent them from growing past a certain point? When would population become an issue? Which of energy absorbsion or living space become an issue first? How would their civilisation form itself? What other issues might they run into from being immortal and having these psychic powers?
Edit: As per my coment on Murphy's answer, newborns have a heat-to-energy efficiency of 20%-30% which stays constant for the first century but then drops to 1% after about a miilennia. This (correctly and awesomely) means that "the oldest, largest and post powerful would also be the most greedy".