Yes. Just because a hero is trained in a so - called 'evil' novel doesn't mean they can't have heroic qualities. They might have their own moral code and use the skills they've learned for good. For example, they could be trying to reform the evil system from within.
A few 'evil hero' novels are worth mentioning. 'Lolita' by Vladimir Nabokov has Humbert Humbert as a very controversial 'evil hero'. His love for the young Lolita is extremely immoral yet he is the central character of the story. 'The Great Gatsby' by F. Scott Fitzgerald can also be seen in this light. Gatsby is involved in illegal activities in his pursuit of Daisy, and while he has a certain charm, his actions are not entirely ethical. Also, 'Heart of Darkness' by Joseph Conrad features Kurtz, a man who has descended into a kind of moral abyss in the African jungle, but is still the focus of the story.
The Boku no Hero manga is finished. It reached its conclusion after a successful run, leaving fans with a complete narrative and memories of an exciting journey.