Well that's more of a personal preference thing, and you can do as you please. It really depends on what kind of game you want to run.
You could easily have them already understand they're acolytes, even know their inquisitor if you want. Understand why they were chosen for this particular mission and so forth. That, or like you said, you can have them forced into it because they're the only ones avaliable that can be taken without arousing suspicion.
If I were you, I'd just have them understand they're following up one of many leads, that's why an acolyte team is going. He doesn't think it will bring up anything important, but still wants someone he knows and trusts investigating it if it actually proves of importance. They should each have a reason why they're working with the ordo xenos as well. that should be handled durring character creation, there are a few alternate ranks that deal with xenos in dark heresy, have them look at those. It wouldn't make much sense for an ordos xenos inquisitor to have an ordo malleus built acolyte with them would it?
For example, if one of them is scum see if he wouldn't mind being from the Cold Trader Guild background, or a xeno-arcanist adept.