However, the System Create Object action will apparently also pick objects, specifically the object it just created. So, if you properly placed a create object bullet action right before your set angle bullet action, then it should only apply to that created object.
That's what I thought, too, but it doesn't work for me.
You can see my CAPX file at https://www.dropbox.com/s/n4ugzwygz346xqk/CiS2.capx, event sheet "Common enemies", groups "Copter" and "Tank", and also sheet "Global", group "Gun". In the preview mode, enemy bullets re-aim at you and occasionally (not always) your gun turns enemy shots around too.
Edit: I'm spawning the bullets with Enemy->"Spawn another object".