Are you going to set up a separate LLC or anything like that? Might help limit some liability

If you have a strong enough contract with the company you are moonlighting for you can make sure they cover you under their E&O policy. Unless they aren't in the same business as you and dont have one. You can get personal/small LLC E&O policies for yourself in the $500-$1500 range but that would only make sense if you were doing a significant amount of work.