Browsing Google books, I found out that "or at least" is almost always preceded by a comma.
[...] it is recommended to make the beds at right angles to the hill, or at least oblique.
A few texts omit the comma:
In addition, any city with at least 250,000 population or at least 100,000 people [...]
I can't think of any grammatical reason to add a comma. Since the second part of the sentence starts with "at least," it can't count as a complete sentence/independent clause.
Or maybe I'm wrong, and there's a grammatical reason to add a comma?