If a coworker has a habit of talking incessantly—mostly about his personal life—and doesn’t heed when you hint you can’t be distracted from work at the moment, address your frustrations directly and respectfully.
When you think he’s ready to listen, have a chat privately and make him aware of the issue. Say, “I like conversing with you, but sometimes you keep talking even after I tell you I need to get back to work. Often, I feel pinned down. Could you please heed when I say our visit impedes my work?” You may add, “I’d always be happy to talk to you when I’m less busy or over a drink in the evening.”
This talk may be briefly awkward for both of you, but so are most tough conversations. Often, problems are best nipped in the bud.