Yes they can attack whomever is a legal target at the start of the round of combat, this includes the guys that just assaulted.
This is covered in the
FaQ.
ERRATA
Page 41 – Multiple Combats, Attacking.
A third bullet point should be added, as follows:
• Models that at the beginning of the combat (before
any model attacked) were engaged with more than
one enemy unit, but were in base contact with just one
of the enemy units, must attack that unit.
Page 41 – Multiple Combats, Attacking.
In all three bullet points, the word ‘combat’ will be
changed to ‘round of combat’.
From:
http://www.games-workshop.com/MEDIA_CustomProductCatalog/m1830600a_40k_Rulebook_version_1_4.pdf