Another (more risky) approach would be to deliberately work at a 5 or 10 person company. This will give you a feel for how to "hunt for your own food" but still have a team backing you up. (I subcontracted at a few small agencies during year one, just to keep some cash flow going.)
I'm in the US, so healthcare insurance is a big concern. But corporations aren't the only ones who can buy health insurance. Depending on a lot of factors, it costs roughly $500-$1000 a month to ensure a family. Some chambers of commerce have a group plan that you can buy into.
On the surface, that sounds like a lot of money. But in reality, it's only $12k a year. If you are a primo engineer making $100k+ per year, save up over several years and you have 2-3 years of runway to pay for your insurance. The moonlighting will help with this as well.
Good luck!