Play-along starts 0:30
Scale suggestions:
(For the first 2-5-1 in A minor)
A minor scale - A B C D E F G (A)
(Bmin7b5 chords and Amin7 chords)
A harmonic minor scale - A B C D E F G# (A)
(E7 chords)
Basic arpeggios:
Bmin7b5 arpeggio = B D F A
E7 arpeggio = E G# B D
Am7 arpeggio = A C E G
Next up, try out some more advanced colours on the dominant chord (E7) by treating it as an altered chord and using the altered scale:
E altered scale - E F G Ab Bb C D (E)
The altered scale is the mode which starts on the 7th step of the melodic minor scale, so in other words - the notes of E altered scale are the same as those of the F melodic minor scale :)
....and then repeat in all 12 keys for a proper jazz workout!