We have lots of Items with various price levels/currencies. Those items can be sold individually or part of Assembly. If we update an Item price by $x.xx (via CSV import), can we get the Assembly price to update by the same amount, without having to import the assembly item as well. Perhaps a script can execute to see if the item exists in an assembly, and update it if it does?

It would be a scripted solution. (I do a similar thing at the moment with component weights which contribute to the Assembly.) Expect to have some issues with multi-level BOMs. You will also have to detail how you will handle Price Levels.