Yes, the heroes take their turns in any order they want and may change the order each round.
Base rules, page 7:
Hero Turn Order
The hero players collectively choose the order in which they take their turns each round. At the start of the round, all hero players place their hero turn tokens in their play area with the green side up. The players then choose a hero to take the first turn. That player takes his turn and then flips his hero turn token to its red side. The hero players then choose the next hero player to take a turn, and so on. ...