The pair, both 19, departed "by mutual consent" according to the club on Monday morning.
Turner was the club's third choice goalkeeper, but his only taste of the matchday squad was a place on the bench against Stevenage when Josh Lillis was absent for the birth of his child.
Thewlis, a defender, was involved in the squads for Carling Cup games against Accrington Stanley and Newcastle this season but did not get off the bench.
Iron manager Alan Knill has been revamping his squad as he fights against relegation from League One, with defender Ashley Palmer joining Blue Square Premier side Southport last week and left-back Jamie Reckford joining on loan from Wolverhampton Wanderers.