Unless you are in a prominent, high level position, the worst case scenario is they let you go. You kept up with your work, even got promoted, and good engineers are hard to find these days. Don't draw attention to yourself.
That's what I've been doing up to this point. Unfortunately I am naturally starting to build a name for myself as I become the only person with much knowledge on the projects I work on. Trying to start a company would obviously mean ramping that up even more.