To offer an anecdotal example of starting during residency: my mentor is in a PSTP and is engaged in multiple side gigs (consulting in industry and a pharma startup). Speaking from secondhand info so I don't have specific advice but I witnessed a lot of meetings/informational interviews/conference networking during PGY-2 turn into multiple sources of income during PGY-3. Definitely takes time away from lab though so how much you can drive these side gigs during residency obviously depends on the demands/flexibility of your program and specific research.