Less valuable Sicarios can be fused with others to gain a new Talent. However, once you've used a Sicario to get a Talent for another one, you will not see it in your Inventory.
Don't panic if you accidentally close the game while searching Talents. You will be able to continue searching from the point where you stopped.
The maximum number of additional Talents you can assign to a Sicario is two (so, your Sicarios can not have more than three Talents in total).