I usually just tell them flat out the minute they start to interrupt, "Please don't interrupt," and keep talking. If they're the bullying, know-it-all, domineering type, I repeat it again very firmly. "Please do not interrupt me. Ever. I will finish in a moment and then you may speak."
If they continue to interrupt or make a fuss, I point out that interrupting, talking over someone, insisting you be the only one to talk and no one else can offer a differing opinion, or insisting you get the last word makes you a bully. "Grownup adult people do not bully others, and as a grownup adult, you will not bully a conversation with me."
It's tough but for some people it's necessary.