Should you include press interviews and articles about your work in your CV? Is it appropriate to include interviews (published online or in print magazines) in an academic CV? 

What about articles/news published about your works? I mean brief (one paragraph) news that professional magazines publish about significant research articles.

If yes, how do you do this to avoid exaggeration?
It depends, but yes, I would include media exposure in a long form CV. This could be advantageous for grant applications, because it might be an evidence that you can generate a higher impact.

For each media exposure, just put one line as a citation format. If you have more than 10 such items, select only the higher impact ones, and merge ones with similar content.

Alternatively, you can put it is a footnote to your relevant publication.