Cheating on pooled mining
The way you describe it it's not possible. The pool sends you the template of the block that you ought to be working on. Should you really find a block it is bound to the block template you received from the pool, i.e., the nonce that satisfies the proof-of-work difficulty is only valid because it is valid in combination with the template. Since the block template also includes the coinbase transaction, transferring the reward to the pool operator, you cannot steal the reward.

Hence you cannot work for the pool, creating valid shares, and at the same time work for yourself. You could only not submit the nonce for the valid block to the mining pool, but that would reduce your share of the reward as well.