Following an Instruction Immediately

My children know the steps to following an instruction, but sometimes have a difficult time doing the task immediately, especially when they are playing with their toys (most often pretend play with ponies and dolls). My 5-year-old often asks to disagree appropriately and follows the steps, asking for a little more time to play. When I say yes, that often leads to her playing with her toys much longer forgetting about the task. When I give her a no answer, she does not accept that and says, I'm almost done (when often she really isn't) and still does not do the task immediately.

I'm trying to teach my children to give themselves a "no" answer when they want to keep playing with their toys, but it is super hard for them.

What tips and advice do you have for dealing with this situation ?