Disclaimer. I am not a solicitor, be careful when taking legal advice from random strangers on the internet. Always aim to see advice from a certified legal professional
Yes you are right, you are the copyright holder of these photos, and more importantly the intellectual property holder.
If you’re self-employed, you usually own the intellectual property
even if your work was commissioned by someone else - unless your
contract with them gives them the rights.
As there is no enforceable contract they can only be upset about it, as you were providing them a service rather than being an employee (presuming you filed your own taxes for being self employed, and they didn't give you payslips) they would not be able to make a case to say otherwise (at least not a strong enough one to come at you legally). However they could potentially launch a counter claim about the fact you were working for someone else (your new business) whilst you should have been doing work for them.
That said. By being upset they can make your life difficult, especially in the 21st century. They can leave negative reviews on business pages, spread gossip using word of mouth (as you were walking their dog, I presume you're local) and you could end up losing a business who at the moment is happy to give you work. I would think twice about antagonising them, as it could be more trouble than it is worth. Just avoiding using the pictures and go out and take some more instead.