I reckon I'm perfectly placed to give you some advice mate - I've done exactly the same thing (not sell the Z - although I would have, but I mean doing the same thing you are and going employed to setting up a business).
The first thing I'd say is reckon on giving yourself 12 months - you aint gonna earn very much at all for the first year. Also where are you going to generate your business? If its all existing active clients (be very careful when you're categorising them - there's very very few I would describe as truely active) then you're ok and likewise if you have some good introducers that would continue to refer to you then you're laughing.
Advertising in our game doesn't work unless you're on a big scale, I don't care what anyone tells you other than that cos its wrong.
How are you going to grow your business? Whats the plan for the next 2-5 years?
I could go on forever mate, PM me if you like
What I'd say is in the short term if you can survive its well worth doing, far better earning it for yourself plus you're always gonna work harder when you see the benefits without pumping it all into someone elses pocket