rebuild target list when gameobject destroyed

im trying to get my targeting list to rebuild when the gameobject destroys (Enemy)
im using the EnemyHealth script and the Targeting script

EnemyHealth script

this has the destroy function

/// 
/// EnemyHealth.cs
/// A basic script display the health of a mob in game
/// 
/// This script is ment to be attached to a mob, or a mob prefab
/// 
using UnityEngine;
using System.Collections;

public class EnemyHealth : MonoBehaviour {
	public int maxHealth = 100;
	public int curHealth = 100;
	
	public float healthBarLength;

	// Use this for initialization
	void Start () {
		healthBarLength = Screen.width / 2;
	}
	
	// Update is called once per frame
	void Update () {
		AddjustCurrentHealth(0);
	}
	
	void OnGUI() {
		GUI.Box(new Rect(10, 40, healthBarLength, 20), curHealth + "/" + maxHealth);
	}
	
	public void AddjustCurrentHealth(int adj) {
		curHealth += adj;
		
		if(curHealth < 0)
			curHealth = 0;
		
		if(curHealth > maxHealth)
			curHealth = maxHealth;
		
		if(maxHealth < 1)
			maxHealth = 1;
		
		if(curHealth <= 0)
{
    Destroy(this.gameObject);

}
		
		healthBarLength = (Screen.width / 2) * (curHealth / (float)maxHealth);
	}
}

Targeting script

list is the targeting list im trying to have rebuild on (Enemy)destroy

/// 
/// TargetMob.cs
/// This script can be attached to any permanent gameobject, and is responsible for allowing the player to target different mobs that are with in range
/// 
using UnityEngine;
using System.Collections;
using System.Collections.Generic;

public class Targetting : MonoBehaviour {
	public List<Transform> targets;
	public Transform selectedTarget;

	private Transform myTransform;
		

	// Use this for initialization
	void Start () {
		targets = new List<Transform>();
		selectedTarget = null;
		myTransform = transform;
		
		AddAllEnemies();
		
	}
	
	
	public void AddAllEnemies() {
		GameObject[] go = GameObject.FindGameObjectsWithTag("Enemy");
		
		foreach(GameObject enemy in go)
			AddTarget(enemy.transform);
	}
	
	public void AddTarget(Transform enemy) {
		targets.Add(enemy);
	}
	
	
	private void SortTargetsByDistance() {
		targets.Sort(delegate(Transform t1, Transform t2) {
				return Vector3.Distance(t1.position, myTransform.position).CompareTo(Vector3.Distance(t2.position, myTransform.position));
				});
	}
	
	//if we do not have an enemy targeted ywt, then find the clostest one and target him
	//if we do have an enemy targeted, then get the next target
	//if we have the last target in the list, then get then first target in the list
	private void TargetEnemy() {
		if(selectedTarget == null) {
			SortTargetsByDistance();
			selectedTarget = targets[0];
			

		}
		else {
			int index = targets.IndexOf(selectedTarget);
			
			if(index < targets.Count - 1) {
				index++;
			}
			else {
				index = 0;
			}
			DeselectTarget();
			selectedTarget = targets[index];
		}
		SelectTarget();
			
	}
	
	private void SelectTarget() {
		selectedTarget.renderer.material.color = Color.red;
		
		PlayerAttack pa = (PlayerAttack)GetComponent("PlayerAttack");
		
		pa.target = selectedTarget.gameObject;
	}
	
	private void DeselectTarget() {
		selectedTarget.renderer.material.color = Color.white;
		selectedTarget = null;

	}

	
	// Update is called once per frame
	void Update () {
		if(Input.GetKeyDown(KeyCode.Tab))
			TargetEnemy();
			
	}
	
	
}

Maybe you could just remove the killed guys from your list at the start of TargetEnemy - references to destroyed objects become null, thus you can identify and delete them with something like this:

private void TargetEnemy(){
   // remove all null transforms:
   while (targets.Remove(null));
   // the original code goes here:
   if(selectedTarget == null) {
     ...