Setting a boundary sounds mean the first time you say it. By the third time, it sounds like self-respect.

The first time you tell someone what you will not do, it comes out stiff and sounds harsher than you meant. That is what an unfamiliar sentence sounds like, not proof that you are being unkind. By the third or fourth time it is ordinary, and the people still around are the ones who were fine with it anyway.

Start somewhere low-stakes: a night you are not free, a favor you cannot take on. Keep it to one sentence with no apology stacked on top. Expect the first one to feel awful and to be far less dramatic than it feels.