Preheat the oven to 200°C (or 220°C for conventional ovens). Line a baking tray with baking paper.

Caramelize the onions by warming olive oil over low heat in a frying pan. Add sliced red onions with a pinch of salt and cook for 18-20 minutes until golden and sweet. Set aside to cool.

Mix the dry ingredients by combining self-raising flour, salt, and pepper in a bowl. Add cold unsalted butter and rub it into the flour until it resembles coarse crumbs.

Fold in goat cheese, cheddar, caramelized onions, coriander seeds, dill, and lemon zest to the flour mixture.

Combine the wet ingredients by mixing the beaten egg and most of the milk into the dry mixture. Stir gently until a soft dough forms.

Roll out the dough on a floured surface to about 2.5 cm thick. Use an 8 cm cutter to cut out circles and arrange them on the baking tray.

Brush the tops of the scones with the remaining milk and bake for approximately 25 minutes or until golden brown.

Serve warm with generous amounts of salted butter.