All procolophonoids share a few unique derived characters that demonstrate that they are closely related to each other. These include (pictured below for your enjoyment):
Characters unique to procolophonoids and turtles that suggest close relationships between these two groups include:
A skull of Procolophon from the UCMP collections. The large hole between the orbits is a pineal foramen, a primitive character lost in extant anapsids.
Gauthier, J., A. G. Kluge, and T. Rowe. 1988. The early evolution of the Amniota. In: M. J. Benton (ed.) The phylogeny and classification of the tetrapods, Volume 1: amphibians, reptiles, birds: 103-155. Oxford: Clarendon Press.
Lee, M. The turtle's long-lost relatives. Natural History, April 1994 1994, 63-65.
Reisz, R. R. and M. Laurin. 1991. Owenetta and the origin of turtles. Nature 349: 324-326.