When I think of multi-tasking, we can borrow ideas from the world of software and operating systems. What we need is a sort of stack and “swap” area where the context of what we were doing when we got interrupted gets saved. That makes it easier to resume after the interruption has been dealt with.
So, when an interruption happens, it is good to take an extra few seconds to save the state of what we were doing/thinking, and then deal with the interruption. It means asking the person who just walked in to wait a few seconds, letting the phone ring a little longer, not hurrying to reply to the SMS, and so on. I have found that if care can be taken to preserve the context, then it is much easier to speed up the resumption and continue from where one had left prior to the interruption.
Keeping a notebook and pen always handy helps in saving the context in multiple scenarios. Also, it helps in making notes of actions that need to be done for the tasks.
So, multi-tasking is going to be a part of life. We just have to figure out our own solutions to become better at it.