Scales to Play Over F#dim7
Every chord is a subset of several scales: any scale that contains all of a chord's tones fits over it. Pick a chord to see the matching scales from its own root, the major keys the chord belongs to, and full fretboard diagrams for every scale on guitar.
An F#dim7 chord contains the notes F# – A – C – Eb. Any scale that includes every one of those 4 tones fits over it — from the root F#, that means F# Half Whole Diminished, F# Whole Half Diminished and F# Gypsy Major. They differ only in the notes between the chord tones, and that is where each scale gets its color.
F#dim7 is not diatonic to any major key — it is a chromatic color chord, so treat it as a moment of tension: lean on its chord tones from the scales above, then resolve to the surrounding key when the progression moves on.