Mix the egg, cream and milk together, add to the sifted flour and mix gently. Before all the ingredients are fully incorporated add the fetta, cheddar and olives.
Gently mix further to form a soft dough and flatten out onto a flour surface.
Roll out the dough to 2-3 cm deep and cut circles. Place onto a baking sheet and brush with a little milk.
Alternatively form a larger scone by flattening a little into a plate about 3cm thick. Score the top to divide into six. Brush with a little milk and bake whole.
Bake in a moderate oven 180C for 20 minutes approximately.
Serve warm with a savoury butter or crème fraiche.