- For instance, don't exchange presents at work, or talk about your evening out.
- For instance, don't exchange presents at work or talk about your evening out.
It is not usual to insert a comma before the coordinating conjunction or in a sentence such as yours - which can be simplified to: Don't do this or that. So your second sentence would be considered the default choice here.
However, including a comma makes the reader pause momentarily and therefore tends to give slightly greater emphasis to what follows it.
So both sentences are 'correct'. This is an issue of punctuation rather than grammaticality. Note, however, that some of your readers might consider the comma before or in sentence 1 a punctuation error.
The rules governing punctuation are not as strict as those governing syntax and they are merely conventions. So both of those sentences are fine[,] and only the most pedantical of pedants would find anything wrong with the version that has a comma after "work".
Some examples found in the wild:
If we stayed home we'd be working around the yard or something like that, or go bowling in the evenings.
He'd never leave his squad like that, or go back on something Dad expected him to do.
If you know where you're going in advance, you can usually look it up in a book like that, or go to the restaurant's website and find at least the calories in each menu item.
I did not want to be like that, or go through that again.
I'm not really saying you should get into this whole thing about two and two is four, go write a book on it, or do research on it, or go and dig up all these ancient mathematical books and stuff like that, or go study all the mathematical scriptures ...
P.S. I find it strange that some of the most committed descriptivists are often the most ardent prescriptivists when it comes to punctuation.