Hi mate I'm currently going through this process, well almost transitioned.
I was working as a full time subby for a company, I started doing a few jobs through word of mouth in the evenings on way home, that escalated pretty quickly as word of mouth is a beautiful thing. Started working later evenings, Saturday's and Sundays. was lucky to land a builder through a recommendation and then a private agent/landlord. Then I started only subbying 2/3 days a week for the company, it's regular money so even if I had a few quiet private days it wasn't such a worry. Iv now built up a good customer base and my subby job with the company is getting in the way. I have set up checkatrade as my only source of advertising so far and I'm hoping it will fill in the 2/3 days a week I currently subby.
It takes time mate, just make sure you give decently priced quotes, don't let people down and go the extra mile and people will pass your details onto friends and family ect
Good luck