working through recruiter and direct to client

I normally find my own work directly from clients and do my own tax return.

However I am thinking about also joining a recruitment agency to find more work. I am not a limited company so the only other way for them to pay me is PAYE.

Doe's anyone know how to / or how easy it is to do your own tax return on your direct freelancing, while also working PAYE through a recruiter?

It sounds like it could be quite confusing,

Is anyone doing this currently?

Can you please help / advice?

Thanks
Sam