Try to do what is for the greatest good for the greatest number of beings. This is one possible rule of thumb. It really depends on the situation. So I can't give a hard and fast rule here, because we have to be able to adapt to each situation. For example, if your job is a particularly important job, like washing the dishes etc., then, yes, please finish it. If it's sweeping, then there will always be leaves tomorrow, you don't have to finish today.
It really depends on the job and I would also reflect about how to prevent this dilemma from arising again in the future, whether you're late for the walking or not. I would try to speed up my mindfulness if the job is taking extra time, because we don't want to be too slow in the sense of risking being fired from our job. Not that we will fire you, from the 10 day retreat, but keep in mind the story we give in the regular retreat about someone else being fired for being too slow.