Yup - intimately familiar with the "Must obtain independent status with each employer". Every time I change an employer, new trip to the border to get a new TN.

I did not realize I could file a change in status if my old job concluded before I got a new one. In 2003, I finished up with a company, and my last, "Paid Day" as an employee was September 26th, but I wasn't required to come into the office for the last two weeks - so my last day in the office was around September 12th, a friday. By Sunday, September 14th, I had emptied my apartment, packed up all my possessions, and had returned to Canada.