The problem becomes credentialing. Many hospitals will not credential you for procedures in pain without your program director certifying your competence. A couple months on the pain service during residency usually will not fulfill this.
If you are going to just do the procedures in your own private office, there is no credentialing issue. You can do whatever you want.
However, there is the liability issue. 20 years ago, very few docs did fellowships in pain, the "community standard" was met through residency. Today, a lawyer could eat you alive if something goes wrong and you don't have fellowship or equivalent training.
There is also the issue of managing pain. IMHO, residency does not prepare you to manage the complexities of pain. They might teach you how to do certain procedures, but little about medical management and when to do procedures.
Then there are all the psych issues to deal with. The patients' and your's from dealing with them.