Some will insist that they must see you now. Sometimes they may even get annoyed that you won't see them now. You've always dropped what you were doing before when they interrupted you. The best way to handle these situations is to alert people you normally work with before the next interruption. It gives people a chance to adjust.
People resist change.
Explain ahead of time that there are certain times you prefer not to be interrupted. Explain why, and whenever possible, show them how it benefits them. A woman at one of my seminars worked for seven bosses. The pink cap may not be for you, but how about a traffic cone. That's what one manager told me she did.