Preheat oven to 200°C (fan bake). Heat a dash of oil in a small pan and sauté onion over a gentle heat until onion is soft. Set aside to cool.
Sift self-raising flour and salt into a mixing bowl. Stir in Gregg’s Rubbed Oregano.
Add cooked onion, crumbled feta and grated cheese. Stir to mix. Make a well in the centre and pour in milk and soda water. Mix together to form a soft dough.
Turn out onto a floured board. Pat or roll the dough out to about 4cm thick. Cut dough into 12 pieces. Brush scones with milk and sprinkle over Parmesan cheese and Gregg’s Ground Paprika. Bake for 15-20 minutes until golden and cooked. Serve warm with butter.