In addition to Missy's spot on advice, yes, you can apply for a restraining order, but you're going to need more than him showing up at your place of work (which as Missy pointed out you can end immediately by asking police to trespass him from the property - telling him not to return or he'll be arrested). Note that even this won't apply to the whole mall, unless mall security has some reason to request a similar trespass warning, so he could still walk through the public areas, the parking lots, etc.
Have there been threats, has there been violence, do you have a police report on any incident (remember, the court is going to wonder why you choose to live with him, then want an order to keep him away from work when you're perfectly happy to go home to him). To be successful in getting such an order, it's typically going to take some set of circumstances, proven to the judge's satisfaction, that he's a potential danger to you (or believes that there may be criminal activity of harassment, thanks to your police report). If granted, such an order is going to keep him away from you in ALL places, including home. Judging from the vast numbers of such cases we see here, the outcome will be that your roommate (since he can't be/live there anymore) will stop paying rent (whether he pays it to you or the landlord). You'll then have to come up with the money on your own and sue him in court to TRY to get his share at a later date. Then, even if you WIN the case that he owes rent, collecting it from him is a totally different, and very difficult, ball game. In other words, so long as you're willingly living with him, your chances of successfully getting an order are slim, and the outcome if you DO get one may have unintended consequences for you financially.

