Preheat the oven to 220c.
Mix the first 5 ingredients together, then drizzle over the oil. Rub the flour into the oil until you get a fine breadcrumb consistency. Alternatively, you can pop the dry ingredients into a food processor, pulse then add the oil, then pulse again to bring together.
Stir in the feta, tomatoes and olives. Make a well in the middle and add the egg then milk. Start to mix the egg and milk together first, then stir in the flour mixture, bringing it together with your hands to form a soft dough.
Tip on to a floured surface and roll out to a depth of 2.5 cm. You can use a large bottle for this if you don’t have a rolling pin. Stamp out the scones with cutters or use a small cup/glass (about 5 cm). Do not twist the cutter or cup/glass as this will prevent your scones from rising fully. Keep gathering the scraps of dough together, (being careful not to over knead as this will make for a tough scone) and rolling out until you have used it all. You may just need to mould and press down the last scrap.
Pop the scones onto a greased tray and brush with a little milk. If wished, you can press in some more of the feta.
Bake for 12 -15 mins until golden. When cooked, remove from the tray to cool on a wire rack.