Peel the onion, and chop it into a few chunks. Add it to the milk, along with a bay leaf and around 6 peppercorns. Bring to a simmer, and allow it to cook gently for around 10 minutes (keep an eye on it, as milk has a tendency to boil over very quickly!).
Sieve the milk into a jug to remove the onion, bay and peppercorns, and set aside.
To make the white sauce, melt 2tbsp butter in a large saucepan, and add the flour. Cook over a fairly low heat for 1-2 minutes, stirring constantly, to form a roux. Add the milk a little at a time, stirring until smooth each time before adding more. When the sauce is ready, set aside.
Meanwhile, prepare the broccoli, green beans and peppers, and cook them in a steamer for around 8 minutes, until just tender. If you don't have a steamer, you can try resting a colander over a pan of boiling water and covering it with a lid. Or, you can just boil the vegetables for a few minutes instead.
When the vegetables are cooked, add them to the white sauce along with the sweetcorn, and mix well. Season to taste. Transfer the mixture to a baking dish, and spread it out evenly.
To make the scone topping, add the plain flour, self-raising flour, baking powder and a pinch of salt and pepper to a large bowl, and mix well. Add the lightly beaten egg, milk, olive oil and grated cheese, and mix again until well combined. You should have a slightly sticky dough - add another tablespoon of milk if it seems too dry.
Dollop the scone mixture on top of the vegetables, creating several separate scones (I made four, but it will depend how many people you're serving). Bake at 200°C (Gas Mark 6 / 400°F) for around 20 minutes, until the scones are golden brown and the vegetable mixture is piping hot.