i know of one such example that might be instructive for you. If you want more information you can contact him directly.
Arnold Kreigstein, currently director of UCSF's stem cell research center.
He had a private practice on migraines in Connecticut for a few years after being a tenured professor at Stanford, but I think that's in the mid 80s. The practice was about 3-5 yrs old when he quit. He then got hired by Columbia. The one catch is that he got an R01 (he told the story where he treated patients during the day and wrote the grant at night, and almost missed the deadline. He dropped his application directly in DC, thinking that he almost missed it, only to realize that lots of applications were sitting quietly by the wall, yet to be processed.)
So the funding situation now is completely different. It may no longer be possible to get an R01 while your are still full time private practice. But I think if you had previous academic track record, i.e. publications, funding record, and have an active grant, being recruited should not be too hard. All in all though, my impression (as a MD/PhD student) is that the different tracks separate very fast and very definitely during residency. You might want to consult your program director about this.