I worked for a shop for a while a few years ago. I didn't sign any non-compete agreement. But when I left there I visited some customers of theirs looking for work. about a week later I got a nasty letter from a lawyer threatening a suit if I didn't stop visiting their customers. They accused me of steal a confidential customer list.
This was bogus and I asked my lawyer about it and he said that there was nothing they could do about it, and that they were just making idle threats. Even non-compete agreements usually won't have any standing after about 6 months or so.
I'm sure that if they find out that you have a shop they can find a reason to fire you. But if you didn't sign any agreement, and you aren't stealing some proprietary information, they can't touch you for starting your own shop. they can however, make it hard on you to get started, word of mouth goes a long way in this business. I know I went thru that when I started my shop. Certain customers wouldn't even talk to me.