Combine the yolk, feta, capers, and a touch of salt and pepper in a mixing bowl and mix until it is slightly pasty.
Depending on the length of the zucchini stem, you may need to cut some off but leave approx 4 cm (2 inches) attached to the flower.
Gently open up the zucchini flowers and, using a teaspoon, gently spoon the cheese mixture into the flowers, filling to approx 2/3rds.
Gently push the remaining air out of the flowers and squeeze the tips of the petals back together.
Batter:
Sift the flour into a large mixing bowl, add a pinch of salt and pepper, and make a well in the center.
Slowly pour some of the soda water into the well and whisk as you add, slowly moving the whisk out from the well to incorporate more flour until the entire mixture is fluid and thick (it may not require all the soda water, so add it slowly).
Whisk the egg white until frothy and fold into the batter mixture.
Cooking:
Whether your flowers are stuffed or not, the process is the same.
Holding on to the stem, drag the flowers through the batter until liberally covered (do not batter the stem). Hold the flower end and lower it into the deep fryer until the batter has sealed (a few seconds), and then drop the stem in as well. Cook until golden, they may require turning once.
Remove, drain, season with some sea salt, and serve. Serve un-stuffed flowers with a wedge of lemon.