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Are there any?

Purging of Kadillus by the scoundrel Gav Thorpe

Not strictly scouts, but the novel Legion of the Damned has a bunch of Scout/Scout Sniper/Bike Scout action in it.

Lost Patrol would make for a good novel.

Eye of Vengeance is a Sgt Telion short story in the Ultramarines omnibus with almost exclusively Scout characters.
Hunt for Voldorius has some good White Scars Scout POV.

More than half of Space Marine if you count the cadet part.

Santtu wrote:
More than half of Space Marine if you count the cadet part.

^I was going to say this, yeah. My favorite 40k book.

Are you looking for specifically scout formations, or stories about space marine initiates?

The space wolves don't use standard recruitment methodology, but Raganr's first and second novels, Space wolf and Ragnar's Claw, deal with the initiation and early training of Ragnar.

As space wolves start as blood claws, it doesn't have much in the way of scout stealthing missions though.

Basically any dude in Scout armor. Whether it be a rookie or a Vet Sgt.

George Mann had some audio dramas. "Helion Rain" marked the first one, I believe?