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.
It's much better to do it alone, as doing it together can often disrupt concentration and lead to feedback that doesn't align with our expectations. The key is to remind each other not to overspend. However, the most enjoyable part is if one of you is lucky enough to win the game, you can treat each other to celebrate.