You can do that right now in every modern socialist country, but what about the USSR and the Warsaw Pact? And any future socialist and communist experiment(s)?
By self-employment, I'm indeed referring to running your own business, but I'm referring to a sole proprietorship or freelancing, not your typical business where other workers are exploited for the benefit of the owner.
Technically if you are self employed you are not being exploited by the company that you run yourself. There might be exploitation by other aspect of market forces. They are the worker that owns the means of production.
If you want to do work that meets people's needs, and you can do it yourself, I don't think any system (that doesn't hate you for discriminatory reasons) would have any reason to stop you. Traveling merchants were around in the times of slavery and feudalism. There were also traveling merchants all over the pre columbian new world.
A sole proprietor business is not a threat to any institution of power by simply being a sole proprietor. By themselves, they lack the power to coordinate action against the status quo. Atomized individuals can't coordinate a means to destroy the collective institutions that promote the status quo.
Under ideal conditions of socialism the real threat comes from sole proprietors sneaking their way into creating MCM transactions by exploiting other sole proprietors. MCM transactions are when someone starts with money, trade it for some commodity, then get more money back than what they started without performing work themselves. Socialists prefer CMC transactions to be the norm. CMC transactions are transactions where a commodity (often labor) is traded for money, and that money is used to buy other commodities. MCM transactions can allow those that luck into a large amount of money to invest and create more money at a rate that the money can be used to generate political power, which is a threat to socialism. The party would be at fault for not having a good relationship with the people if this person was able to invest in the needs of the people better than the party could. A good decision would be to reward them for their ingenuity and incorporate them into the socialist system by giving them the ability to find what the people want and have them teach the party cadres how to more effectively find the needs of the people.