I have a coworker whom I consider my best friend, and yes, we both enjoy gambling, but even so, I prefer to gamble alone. Even when I'm with him and I want to gamble, I do it alone without showing it because I'm more comfortable gambling alone, after all. But I always tell him about the results, and my friend does the same.
Something I like to do with my friend is remind each other not to overdo it when gambling, because we have other activities to attend to as well.