This works on the macro and micro level.
On the micro level, it’s a scientific fact that it’s impossible to multi-task. So, when you’re on a roll with getting through your emails or drafting a document and someone comes to you with another objective, simply write it down wherever you organize your to-dos (or schedule it on your calendar) and finish the task at hand.
On a macro level, don’t spread yourself too thin. There’s value in learning one new skill at a time, in building something out to the point where you can automate the process before you start another project, in directing your attention toward one initiative at at time. Those initiatives seem to finish quicker and run more smoothly.