Line 2 baking sheets with nonstick baking paper. Sift the flour, baking powder and salt into a large bowl. Add the butter and rub in with the fingertips until the mixture resembles fine breadcrumbs, then stir in the lemon rind, thyme, pepper, courgette and feta.
Whisk together the egg and tomato paste in a small bowl, then pour into the dry ingredients, adding just enough of the milk to form a soft, sticky mixture.
Drop 12–14 rough-surfaced mounds of the mixture on to the prepared baking sheets.
Bake in a preheated oven, 200°C (400°F), Gas Mark 6, for 18–20 minutes until golden. Serve warm.