1. Is it written anywhere that it is illegal to attack your own figures? I can think of a few cases where attacking your own figs could be helpful.

2. Is it allowable to us enhancement with energy explosion while targeting multiple targets?

1. RULEBOOK (under Targeting Friendly Figures)
"Targeting Friendly Figures: One cannot target a friendly figure with a damaging attack. A figure may never target itself with any attack or super power, damaging or healing."

This is the general rule - there are some powers that over-ride this: Pulse Wave and Energy Explosion (splash only). Pulse Wave is usually the best way to "attack" your own figures.

2. Yes, you may use Enhancement (or SHIELD) to up the damage for Energy Explosion.