Price dropped the first set and looked to be in trouble, but he was able to force a deciding third set before edging to victory against an impressive Searle.
Littler, meanwhile, cruised to a 2-0 victory over fellow darts superstarlet Van Veen in just under 20 minutes to progress.
Michael van Gerwen produced a disjointed display against fellow Dutchman Dirk van Duijvenbode and was beaten in straight sets.
Earlier, Luke Woodhouse beat Damon Heta in a tight one, while Daryl Gurney stunned Michael Smith in a straight-set triumph, and Jonny Clayton defeated Andrew Gilding by the same score.
Results
Heta 1-2 Woodhouse
Smith 0-2 Gurney
Clayton 2-0 Gilding
Price 2-1 Searle
Littler 2-0 Van Veen
Van Gerwen 0-2 Van Duijvenbode
Wright 1-2 De Decker