If you can communicate it to someone that manages your team, or the person that manages your manager, you should. They can make it clear that interruptions should only happen on a need to happen basis.
Otherwise, if you are in an environment where people higher up will not empathize and tell you that this just makes you guys more creative:
a) Look for another job
b) In the meantime, print out a quirky message on a piece of paper, to appear friendlier, asking the potential interrupter whether what they need is urgent, and if it's not, to try hitting you on slack if you have your headphones on (or in general even). It should work.