Which scholarships should be on my CV?
I would not recommend listing non-merit scholarships on an application unless the admissions office requires it for some reason.  They are simply orthogonal to your intellectual achievements, and thus do not generally belong on a C.V.

Note, however, that some non-merit scholarships do come with accompanying jobs, e.g., via work-study programs.  It may be appropriate to list such employment on your C.V. if it has anything to do with the goal you are aiming at.