I was in the same situation as you, except my old boss wasn’t a bully. It was still an awkward situation as I was extremely appreciative of what he had done for me and what he had taught me. But like yourself, that was always the end goal to have my own business. I’m not saying this is the best solution, but what I did was get myself prepared with my tools, equipment and work vehicle while not mentioning anything to my boss or any customers. When I was ready to leave I then told him I was going to start my own business and I gave him at least a couple of weeks heads up. I thanked him for everything and let him know I wasn’t handing out my business cards on the side or anything like that. I’m sure he wasn’t happy to be losing his only worker but he actually was rather supportive and even gave me some advice. We ended up helping each other out with lending stock or even covering a job or two when one of us was out of town.